Linking the Hoeffding--Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Wozniakowski - Archive ouverte HAL Access content directly
Journal Articles Statistics and Probability Letters Year : 2022

Linking the Hoeffding--Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Wozniakowski

Abstract

Extensions of a result of Kuo et al. (Math. Comp., 79 (2010), 953–966) are presented which unify the derivation of the Hoeffding--Sobol and Möbius decompositions of a multivariate function as a sum of terms of increasing complexity.
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Dates and versions

hal-03220809 , version 1 (07-05-2021)
hal-03220809 , version 2 (31-08-2021)
hal-03220809 , version 3 (16-02-2022)

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Cite

Cécile Mercadier, Olivier Roustant, Christian Genest. Linking the Hoeffding--Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Wozniakowski. Statistics and Probability Letters, 2022, 185, pp.109419. ⟨10.1016/j.spl.2022.109419⟩. ⟨hal-03220809v3⟩
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