RKHSMetaMod: An R package to estimate the Hoeffding decomposition of a complex model by solving RKHS ridge group sparse optimization problem

no code implementations • 31 May 2019 • Halaleh Kamari, Sylvie Huet, Marie-Luce Taupin

In this paper, we propose an R package, called RKHSMetaMod, that implements a procedure for estimating a meta-model of a complex model.

Metamodel construction for sensitivity analysis

no code implementations • 17 Jan 2017 • Sylvie Huet, Marie-Luce Taupin

We propose to estimate a metamodel and the sensitivity indices of a complex model m in the Gaussian regression framework.

Statistics Theory Statistics Theory