Sensitivity analysis in general metric spaces

Fabrice Gamboa, Thierry Klein, Agnès Lagnoux, Leonardo Moreno

Abstract: Highlights•We introduce new sensitivity indices adapted to outputs valued in general metric spaces.•We provide asymptotically Gaussian estimators of these indices based on U-statistics.•We prove the asymptotic normality straightforwardly.•We illustrate this new procedure on a toy model and on two real-data examples.