arXiv subjects

Fabrice Gamboa

Publications and source records attributed to Fabrice Gamboa.

At least 19 recordsLinked to original sources

arXiv2026

Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics

We propose a new statistical estimation framework for a large family of global sensitivity analysis indices. Our approach is based on rank statistics and uses an empirical correlation coefficient recently introduced by Chatterjee [9]. We show how to apply this approach to compute not only the Cram{\'e}r-von-Mises indices, which are directly related to Chatterjee's notion of correlation, but also first-order Sobol indices, general metric space indices and higher-order moment indices. We establish consistency of the resulting estimators and demonstrate their numerical efficiency, especially for small sample sizes. In addition, we prove a central limit theorem for the estimators of the first-order Sobol indices.

stat.ME↗

arXiv2026

Generalized Functional ANOVA in Closed-Form: A Unified View of Additive Explanations

The functional ANOVA, or Hoeffding decomposition, provides a principled framework for interpretability by decomposing a model prediction into main effects and higher-order interactions. For independent inputs, this classical decomposition is explicit. It is closely connected to SHAP values, generalized additive models, and orthogonal polynomial expansions, and therefore constitutes a fundamental tool for additive explainability. In the more general and realistic dependent setting, however, obtaining a tractable representation and estimating the decomposition from data remain challenging. In this work, we address this problem for continuous inputs. By combining Hilbert space methods with the generalized functional ANOVA, we build an explicit decomposition Riesz Basis allowing to easily compute the decomposition. Our formulation recovers the classical independent case and its associated orthogonal decomposition. Building on this representation, we propose a simple but mighty algorithm to estimate the decomposition from a data sample in a model-agnostic setting and we compare it empirically with several state-of-the-art explanation methods, demonstrating the power of the approach.

stat.ML↗

arXiv2026

Lipschitz bounds for integral kernels

Feature maps associated with positive definite kernels play a central role in kernel methods and learning theory, where regularity properties such as Lipschitz continuity are closely related to robustness and stability guarantees. Despite their importance, explicit characterizations of the Lipschitz constant of kernel feature maps are available only in a limited number of cases. In this paper, we study the Lipschitz regularity of feature maps associated with integral kernels under differentiability assumptions. We first provide sufficient conditions ensuring Lipschitz continuity and derive explicit formulas for the corresponding Lipschitz constants. We then identify a condition under which the feature map fails to be Lipschitz continuous and apply these results to several important classes of kernels. For infinite width two-layer neural network with isotropic Gaussian weight distributions, we show that the Lipschitz constant of the associated kernel can be expressed as the supremum of a two-dimensional integral, leading to an explicit characterization for the Gaussian kernel and the ReLU random neural network kernel. We also study continuous and shift-invariant kernels such as Gaussian, Laplace, and Mat\'ern kernels, which admit an interpretation as neural network with cosine activation function. In this setting, we prove that the feature map is Lipschitz continuous if and only if the weight distribution has a finite second-order moment, and we then derive its Lipschitz constant. Finally, we raise an open question concerning the asymptotic behavior of the convergence of the Lipschitz constant in finite width neural networks. Numerical experiments are provided to support this behavior.

stat.ML↗

arXiv2026

A Martingale Approach To Fluctuations of Rank Estimators in Sensitivity Analysis

Given a bivariate random pair $(X,Y)$, a natural problem is to estimate, from a single sample $(X_i,Y_i)_{1\le i\le n}$, quantities such as $\mathbb{E}\left[ \mathbb{E}[ Y\mid X ]^2 \right]$. More broadly, sensitivity indices are designed to quantify the possibly nonlinear influence of an input variable $X$ on an output variable $Y$. A classical example is the Sobol' index $$ \frac{\mathrm{Var}(\mathbb{E}[Y\mid X])}{\mathrm{Var}(Y)} \in [0,1] \ . $$ Another important example is the Cram\'er--von Mises (CvM) index. Following the pioneering work of Chatterjee \cite{chatterjee2021new}, consistent rank-based estimators are now available for such quantities. In this paper, we prove sharp fluctuation results using martingale methods. Our framework yields a unified treatment of the univariate Sobol' index, a multivariate extension involving several functions of the same scalar input, and the CvM index. As a consequence, we recover, unify, and simplify results from Gamboa et al. \cite{gamboa2022global, gamboa2023erratum}, Lin--Han \cite{lin2022limit}, and Kroll \cite{kroll2024asymptotic}. In particular, we work under minimal regularity assumptions. Furthermore, while the Gaussian fluctuation phenomenon itself was already known, the novelty lies in the structure of the asymptotic variance: for the CvM index, we obtain, to the best of our knowledge, the first explicit formula, while for the Sobol' index, we derive a new expression with a more structured form.

math.ST↗

arXiv2026

Exact Functional ANOVA Decomposition for Categorical Inputs Models

Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, this decomposition is well-defined, strongly linked with SHAP values, and serves as a cornerstone of additive explainability. However, the lack of an explicit closed-form expression for general dependent distributions has forced practitioners to rely on costly sampling-based approximations. We completely resolve this limitation for categorical inputs. By bridging functional analysis with the extension of discrete Fourier analysis, we derive a closed-form decomposition without any assumption. Our formulation is computationally very efficient. It seamlessly recovers the classical independent case and extends to arbitrary dependence structures, including distributions with non-rectangular support. Furthermore, leveraging the intrinsic link between SHAP and ANOVA under independence, our framework yields a natural generalization of SHAP values for the general categorical setting.

stat.ML↗

arXiv2025

Fourier Analysis on the Boolean Hypercube via Hoeffding Functional Decomposition

Fourier analysis on the Boolean hypercube is fundamentally defined as the orthogonal decomposition of the space of pseudo-Boolean functions with respect to the uniform probability measure. In this work, we propose an ANOVA-based generalization of the Fourier decomposition on the Boolean hypercube endowed with any arbitrary probability measure. We provide an \emph{explicit} decomposition basis which generalizes the Walsh-Hadamard (or parity functions) basis under any \emph{arbitrary} probability measure on the Boolean hypercube. We formulate the computation of the entire functional decomposition as a least squares problem and also provide a method to address the classical \emph{curse of dimensionality} challenge. We provide a comprehensive generalization of Fourier analysis on the Boolean hypercube, enabling the handling of non-uniform configuration spaces inherent to real-world machine learning tasks, \textit{e.g.} when dealing with \emph{one-hot encoded} features. Finally, we demonstrate its practical impact in the field of explainable AI, by conducting comparative studies with feature attribution methods such as SHAP or TreeHFD.

stat.ML↗

arXiv2025

Sum rules via large deviations: polynomial potentials and multi-cut regime on the unit circle

Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17], [BSZ18a], [BSZ18b]), interesting connections have been established between the large theory of spectral measures built on random matrices and sum rules. In this work, we extend this approach by studying sum rules within random matrix models with polynomial potentials on the unit circle, with a particular focus on cases where the equilibrium measure lacks full support.

math.PR↗

arXiv2025

Non-asymptotic confidence regions on RKHS. The Paley-Wiener and standard Sobolev space cases

We consider the problem of constructing a global, probabilistic, and non-asymptotic confidence region for an unknown function observed on a random design. The unknown function is assumed to lie in a reproducing kernel Hilbert space (RKHS). We show that this construction can be reduced to accurately estimating the RKHS norm of the unknown function. Our analysis primarily focuses both on the Paley-Wiener and on the standard Sobolev space settings.

math.ST↗

arXiv2025

Feature Representation Transferring to Lightweight Models via Perception Coherence

In this paper, we propose a method for transferring feature representation to lightweight student models from larger teacher models. We mathematically define a new notion called \textit{perception coherence}. Based on this notion, we propose a loss function, which takes into account the dissimilarities between data points in feature space through their ranking. At a high level, by minimizing this loss function, the student model learns to mimic how the teacher model \textit{perceives} inputs. More precisely, our method is motivated by the fact that the representational capacity of the student model is weaker than the teacher model. Hence, we aim to develop a new method allowing for a better relaxation. This means that, the student model does not need to preserve the absolute geometry of the teacher one, while preserving global coherence through dissimilarity ranking. Importantly, while rankings are defined only on finite sets, our notion of \textit{perception coherence} extends them into a probabilistic form. This formulation depends on the input distribution and applies to general dissimilarity metrics. Our theoretical insights provide a probabilistic perspective on the process of feature representation transfer. Our experiments results show that our method outperforms or achieves on-par performance compared to strong baseline methods for representation transferring.

stat.ML↗

arXiv2025

Limit Theorems Under Several Linear Constraints

We study $n$ real-valued random variables subject to several linear constraints. Our main result is a weighted Central Limit Theorem, determining which linear combinations of these random variables are asymptotically normal as $n\to\infty$. Marginal distributions are also studied, showing that in the large $n$ limit random variables under linear constraints become i.i.d. exponential under a rescaling. Our novel approach is based on a complex de Finetti theorem revealing an underlying independence structure, as well as on entropy arguments.

math.PR↗

arXiv2025

Convolutional Rectangular Attention Module

In this paper, we introduce a novel spatial attention module that can be easily integrated to any convolutional network. This module guides the model to pay attention to the most discriminative part of an image. This enables the model to attain a better performance by an end-to-end training. In conventional approaches, a spatial attention map is typically generated in a position-wise manner. Thus, it is often resulting in irregular boundaries and so can hamper generalization to new samples. In our method, the attention region is constrained to be rectangular. This rectangle is parametrized by only 5 parameters, allowing for a better stability and generalization to new samples. In our experiments, our method systematically outperforms the position-wise counterpart. So that, we provide a novel useful spatial attention mechanism for convolutional models. Besides, our module also provides the interpretability regarding the \textit{where to look} question, as it helps to know the part of the input on which the model focuses to produce the prediction.

cs.CV↗

arXiv2024

Adaptive inference with random ellipsoids through Conformal Conditional Linear Expectation

We propose two new conformity scores for conformal prediction, in a general multivariate regression framework. The underlying score functions are based on a covariance analysis of the residuals and the input points. We give theoretical guarantees on the prediction sets, which consist in explicit ellipsoids. We study the asymptotic properties of the ellipsoids, and show that their volume is reduced compared to that of classic balls, under ellipticity assumptions. Finally, we illustrate the effectiveness of all our results on an in-depth numerical study, including heavy-tailed as well as non-elliptical distributions.

math.ST↗

arXiv2024

Hoeffding decomposition of black-box models with dependent inputs

Performing an additive decomposition of arbitrary functions of random elements is paramount for global sensitivity analysis and, therefore, the interpretation of black-box models. The well-known seminal work of Hoeffding characterized the summands in such a decomposition in the particular case of mutually independent inputs. Going beyond the framework of independent inputs has been an ongoing challenge in the literature. Existing solutions have so far required constraining assumptions or suffer from a lack of interpretability. In this paper, we generalize Hoeffding's decomposition for dependent inputs under very mild conditions. For that purpose, we propose a novel framework to handle dependencies based on probability theory, functional analysis, and combinatorics. It allows for characterizing two reasonable assumptions on the dependence structure of the inputs: non-perfect functional dependence and non-degenerate stochastic dependence. We then show that any square-integrable, real-valued function of random elements respecting these two assumptions can be uniquely additively decomposed and offer a characterization of the summands using oblique projections. We then introduce and discuss the theoretical properties and practical benefits of the sensitivity indices that ensue from this decomposition. Finally, the decomposition is analytically illustrated on bivariate functions of Bernoulli inputs.

math.FA↗

arXiv2024

Fisher-Rao distance between truncated distributions and robustness analysis in uncertainty quantification

Input variables in numerical models are often subject to several levels of uncertainty, usually modeled by probability distributions. In the context of uncertainty quantification applied to these models, studying the robustness of output quantities with respect to the input distributions requires: (a) defining variational classes for these distributions; (b) calculating boundary values for the output quantities of interest with respect to these variational classes. The latter should be defined in a way that is consistent with the information structure defined by the ``baseline'' choice of input distributions. Considering parametric families, the variational classes are defined using the geodesic distance in their Riemannian manifold, a generic approach to such problems. Theoretical results and application tools are provided to justify and facilitate the implementation of such robustness studies, in concrete situations where these distributions are truncated -- a setting frequently encountered in applications. The feasibility of our approach is illustrated in a simplified industrial case study.

math.MG↗

arXiv2024

Aging modeling and lifetime prediction of a proton exchange membrane fuel cell using an extended Kalman filter

This article presents a methodology that aims to model and to provide predictive capabilities for the lifetime of Proton Exchange Membrane Fuel Cell (PEMFC). The approach integrates parametric identification, dynamic modeling, and Extended Kalman Filtering (EKF). The foundation is laid with the creation of a representative aging database, emphasizing specific operating conditions. Electrochemical behavior is characterized through the identification of critical parameters. The methodology extends to capture the temporal evolution of the identified parameters. We also address challenges posed by the limiting current density through a differential analysis-based modeling technique and the detection of breakpoints. This approach, involving Monte Carlo simulations, is coupled with an EKF for predicting voltage degradation. The Remaining Useful Life (RUL) is also estimated. The results show that our approach accurately predicts future voltage and RUL with very low relative errors.

stat.AP↗

arXiv2024

Training More Robust Classification Model via Discriminative Loss and Gaussian Noise Injection

Robustness of deep neural networks to input noise remains a critical challenge, as naive noise injection often degrades accuracy on clean (uncorrupted) data. We propose a novel training framework that addresses this trade-off through two complementary objectives. First, we introduce a loss function applied at the penultimate layer that explicitly enforces intra-class compactness and increases the margin to analytically defined decision boundaries. This enhances feature discriminativeness and class separability for clean data. Second, we propose a class-wise feature alignment mechanism that brings noisy data clusters closer to their clean counterparts. Furthermore, we provide a theoretical analysis demonstrating that improving feature stability under additive Gaussian noise implicitly reduces the curvature of the softmax loss landscape in input space, as measured by Hessian eigenvalues.This thus naturally enhances robustness without explicit curvature penalties. Conversely, we also theoretically show that lower curvatures lead to more robust models. We validate the effectiveness of our method on standard benchmarks and our custom dataset. Our approach significantly reinforces model robustness to various perturbations while maintaining high accuracy on clean data, advancing the understanding and practice of noise-robust deep learning.

stat.ML↗

arXiv2024

CNN-based Compressor Mass Flow Estimator in Industrial Aircraft Vapor Cycle System

In Vapor Cycle Systems, the mass flow sensor playsa key role for different monitoring and control purposes. However,physical sensors can be inaccurate, heavy, cumbersome, expensive orhighly sensitive to vibrations, which is especially problematic whenembedded into an aircraft. The conception of a virtual sensor, basedon other standard sensors, is a good alternative. This paper has twomain objectives. Firstly, a data-driven model using a ConvolutionalNeural Network is proposed to estimate the mass flow of thecompressor. We show that it significantly outperforms the standardPolynomial Regression model (thermodynamic maps), in terms of thestandard MSE metric and Engineer Performance metrics. Secondly,a semi-automatic segmentation method is proposed to compute theEngineer Performance metrics for real datasets, as the standard MSEmetric may pose risks in analyzing the dynamic behavior of VaporCycle Systems.

eess.SY↗

arXiv2024

Sensitivity Analysis for Active Sampling, with Applications to the Simulation of Analog Circuits

We propose an active sampling flow, with the use-case of simulating the impact of combined variations on analog circuits. In such a context, given the large number of parameters, it is difficult to fit a surrogate model and to efficiently explore the space of design features. By combining a drastic dimension reduction using sensitivity analysis and Bayesian surrogate modeling, we obtain a flexible active sampling flow. On synthetic and real datasets, this flow outperforms the usual Monte-Carlo sampling which often forms the foundation of design space exploration.

stat.ML↗