arXiv stat.ML
· Papers
Gradient-enhanced global sensitivity analysis with Poincar{'e} chaos expansions
arXiv:2510.03056v2 Announce Type: replace-cross Abstract: Spectral methods, also known as chaos expansions, are widely used in global sensitivity analysis (GSA), as they leverage orthogonal bases of L2 spaces to efficiently compute Sobol' indices, particularly in data-scarce settings. When derivatives of the model are