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\\ ==== Next talk ====
[[en:seminaires:StatP6P7:index|Statistics seminar]]\\
Tuesday February 3, 2026, 10:45AM, Jussieu en salle 15-16 209\\
**David Heredia** (INSA Toulouse) //On one dimensional weighted Poincare inequalities for Global Sensitivity Analysis//
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Global Sensitivity Analysis (GSA) seeks to quantify the influence of
input variables on the output of an expensive multivariate function.
Among the sensitivity indices commonly used to quantify uncertainty,
Sobol indices are often preferred in practice for their high
interpretability. However, they are computationally expensive to
estimate. Recently, one-dimensional Poincaré inequalities have been
applied to provide cost-efficient upper bounds and approximations of
Sobol indices. As a new contribution, we have developed the use of
one-dimensional weighted Poincaré inequalities. The introduction of
weights adds an extra degree of freedom to improve the accuracy of both
the upper bounds and the approximations. We illustrate the benefits of
using weights in GSA through an application to a real-world flooding
model.
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