arXiv subjects

Thierry Klein

Publications and source records attributed to Thierry Klein.

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

Basal-plane anisotropy of field-induced multipolar order in tetragonal CeRh$_2$As$_2$

Unconventional superconductivity in Ce-based Kondo-lattice materials emerges almost exclusively in the vicinity of weak dipolar magnetic orders, while higher multipolar orders are only known to occur in a few Pr-based unconventional superconductors and possibly URu$_2$Si$_2$. The multiphase superconductor CeRh$_2$As$_2$ appears to be a notable exception from this trend. Showing clear signatures of magnetism, this tetragonal system is suspected to host a concomitant quadrupolar order, which could be causing the strong enhancement of the ordering temperature when a magnetic field is applied perpendicular to the fourfold ($c$) axis of the lattice. In this work, we show that the field-temperature phase diagram of CeRh$_2$As$_2$ has a remarkable basal-plane anisotropy. This finding supports the scenario of coupled magnetic and multipolar ordering, which may have implications for the pairing mechanism of the superconductivity, and guides the development of the next iteration of theoretical models.

cond-mat.str-el↗

arXiv2025

On-line Pick-Freeze Mirror algorithm for Sensitity Analysis

The main objective of this paper is to propose a new approach for estimating the entire collection of Sobol' indices simultaneously. Our approach exploits the fact that Sobol' indices can be rewritten as solutions to an optimisation problem over the simplex of $\R^d$, to construct an online sequence of estimators using a stochastic mirror descent algorithm. We prove that our estimation procedure is consistent and provide a non-asymptotic upper bound for its rate of convergence. Furthermore, we demonstrate the numerical accuracy of our method and compare it with other classical estimation procedures.

math.ST↗

arXiv2025

On the Wasserstein Geodesic Principal Component Analysis of probability measures

This paper focuses on Geodesic Principal Component Analysis (GPCA) on a collection of probability distributions using the Otto-Wasserstein geometry. The goal is to identify geodesic curves in the space of probability measures that best capture the modes of variation of the underlying dataset. We first address the case of a collection of Gaussian distributions, and show how to lift the computations in the space of invertible linear maps. For the more general setting of absolutely continuous probability measures, we leverage a novel approach to parameterizing geodesics in Wasserstein space with neural networks. Finally, we compare to classical tangent PCA through various examples and provide illustrations on real-world datasets.

stat.ML↗

arXiv2025

Ising superconductivity in noncentrosymmetric bulk NbSe2

Ising superconductivity allows in-plane upper critical magnetic fields to vastly surpass Pauli limit by locking the antiparallel electron spins of Cooper pairs in the out-of-plane direction. It was first explicitly demonstrated in fully two-dimensional monolayers of transition metal dichalcogenides with large spin-orbit coupling and broken inversion symmetry. Since then, several studies have shown that it can be present in layered bulk materials, too. In our previous study, we have clarified the underlying microscopic mechanism of Ising superconductivity in bulk, based on a reduced electronic coupling between superconducting layers due to intercalation by insulating layers and restricted inversion symmetry. But earlier studies suggest that in some transition metal dichalcogenide polytypes Pauli paramagnetic limit is violated even without intercalation. Here, using heat capacity measurements we unambiguously demonstrate, that the pristine noncentrosymmetric bulk 4Ha-NbSe2 polytype significantly violates the Pauli limit. The band structure parameters obtained from ab initio calculations using the experimentally determined crystal structure are used in the theoretical model which provides the microscopic mechanism of the Ising protection based solely on broken inversion symmetry.

cond-mat.supr-con↗

arXiv2024

Asymptotic efficiency for Sobol' and Cram{\'e}r-von Mises indices under two designs of experiments

A variety of indices aim to quantify the impact of input variables on a response, typically the output from a complex computer code or black-box model. Most commonly used, the Sobol' index typically measures the influence of some inputs from an explained variance perspective. However, some situations may require a more targeted analysis of some inputs influence. With no prior information, distribution-based measures appear to be appealing. In this purpose, so-called Cram{\'e}r-von Mises indices (and their generalization) have been proposed in the literature, defined as an excess probability integrated over the output distribution that aim to reflect influence on the whole distribution of the output rather than on the variance solely. Inference of these various indices has remained a challenging topic especially in presence of many inputs. While several Sobol' indices estimators are known to be optimal under regularity conditions, the issue of asymptotic efficiency for Cram{\'e}r-von Mises indices has been unaddressed in the literature so far. For these indices, we derive in this paper the efficiency bounds and discuss the known methods to achieve such optimal bounds. Two estimation contexts are considered: the so-called Pick-Freeze scheme and the Given-Data setting, for which the estimation is produced from a unique input-output sample.

math.ST↗

arXiv2023

Deviation results for Mandelbrot's multiplicative cascades with exponential tails

Let $W$ be a nonnegative random variable with expectation $1$. For all $r \geqslant 2$, we consider the total mass $Z_r^\infty$ of the associated Mandelbrot multiplicative cascade in the $r$-ary tree. For all $n \geqslant 1$, we also consider the total mass $Z_r^n$ of the measure at height $n$ in the $r$-ary tree. Liu, Rio, Rouault \cite{lrr,liu2000limit,Rouault04} established large deviation results for $(Z_r^n)_{r \geqslant 2}$ for all $n \in [[1,\infty[[$ (resp., for $n = \infty$) in case $W$ has an everywhere finite cumulant generating function $Λ_W$ (resp., $W$ is bounded). Here, we extend these results to the case where $Λ_W$ is only finite on a neighborhood of zero. And we establish all deviation results (moderate, large, and very large deviations). It is noticeable that we obtain nonconvex rate functions. Moreover, our proof of upper bounds of deviations for $(Z_r^\infty)_{r \geqslant 2}$ rely on the moment bound instead of the standard Chernoff bound.

math.PR↗

arXiv2023

Unveiling the double-peak structure of quantum oscillations in the specific heat

Quantum oscillation phenomenon is an essential tool to understand the electronic structure of quantum matter. Here we report a systematic study of quantum oscillations in the electronic specific heat $C_{el}$ in natural graphite. We show that the crossing of a single spin Landau level and the Fermi energy give rise to a double-peak structure, in striking contrast to the single peak expected from Lifshitz-Kosevich theory. Intriguingly, the double-peak structure is predicted by the kernel term for $C_{el}/T$ in the free electron theory. The $C_{el}/T$ represents a spectroscopic tuning fork of width 4.8 $k_B T$ which can be tuned at will to resonance. Using a coincidence method, the double-peak structure can be used to accurately determine the Lande $g$-factor of quantum materials. More generally, the tuning fork can be used to reveal any peak in fermionic density of states tuned by magnetic field, such as Lifshitz transition in heavy-fermion compounds.

physics.app-ph↗

arXiv2023

Efficiency of the averaged rank-based estimator for first order Sobol index inference

Among the many estimators of first order Sobol indices that have been proposed in the literature, the so-called rank-based estimator is arguably the simplest to implement. This estimator can be viewed as the empirical auto-correlation of the response variable sample obtained upon reordering the data by increasing values of the inputs. This simple idea can be extended to higher lags of autocorrelation, thus providing several competing estimators of the same parameter. We show that these estimators can be combined in a simple manner to achieve the theoretical variance efficiency bound asymptotically.

math.ST↗

arXiv2023

Sensitivity analysis from a single input/output sample

The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingredients: semi-parametric estimation theory, high-order kernel estimation (inspired by the paper of Doksum in 1995), and mirror-type transformations as introduced in Bertin 2020 and Pujol 2022. We propose two different estimators. We prove that these estimators are asymptotically normal and efficient. Furthermore, we illustrate their numerical properties on standard examples.

math.ST↗

arXiv2023

Field-induced tuning of the pairing state in a superconductor

The recently discovered superconductor UTe$_2$, with a T$_c$ between 1.5~K and 2~K, is attracting much attention due to strong suspicion of spin-triplet and topological superconductivity. Its properties under magnetic field are also remarkable, with field-reinforced and field-induced superconducting phases. Here, we report the first complete thermodynamic determination of the phase diagram for fields applied along the three crystallographic directions. Measurements were performed up to 36~T along the hard magnetisation $b$~axis in order to follow the superconducting transition up to the metamagnetic transition at $H_{m} = 34.75$~T. They reveal the existence of a phase transition line within the superconducting phase, and drastic differences occurring between these two phases. Detailed analysis supports a different spin state between the two phases, implying a low-field spin-triplet to high-field spin-singlet transition, a unique case among superconductors, giving insight on the mechanisms leading to spin-triplet superconductivity.

cond-mat.supr-con↗

arXiv2022

Magnetically hidden state on the ground floor of the magnetic Devil's staircase

We investigated the low-temperature and high-field thermodynamic and ultrasonic properties of SrCu2(BO3)2, which exhibits various plateaux in its magnetization curve above 27~T, called a magnetic Devil's staircase. The results of the present study confirm that magnetic crystallization, the first step of the staircase, occurs above 27~T as a 1st-order transition accompanied by a sharp singularity in heat capacity $C_p$ and a kink in the elastic constant. In addition, we observe a thermodynamic anomaly at lower fields around 26~T, which has not been previously detected by any magnetic probes. At low temperatures, this magnetically hidden state has a large entropy and does not exhibit Schottky-type gapped behavior, which suggests the existence of low-energy collective excitations. Based on our observations and theoretical predictions, we propose that magnetic quadrupoles form a spin-nematic state around 26~T as a hidden state on the ground floor of the magnetic Devil's staircase.

cond-mat.str-el↗

arXiv2022

Test comparison for Sobol Indices over nested sets of variables

Sensitivity indices are commonly used to quantify the relative influence of any specific group of input variables on the output of a computer code. One crucial question is then to decide whether a given set of variables has a significant impact on the output. Sobol indices are often used to measure this impact but their estimation can be difficult as they usually require a particular design of experiment. In this work, we take advantage of the monotonicity of Sobol indices with respect to set inclusion to test the influence of some of the input variables. The method does not rely on a direct estimation of the Sobol indices and can be performed under classical iid sampling designs.

math.ST↗

arXiv2021

Deviation results for sparse tables in hashing with linear probing

We consider the model of hashing with linear probing and we establish the moderate and large deviations for the total displacement in sparse tables. In this context, Weibull-like-tailed random variables appear. Deviations for sums of such heavy-tailed random variables are studied in \cite{Nagaev69-1,Nagaev69-2}. Here we adapt the proofs therein to deal with conditioned sums of such variables and solve the open question in \cite{TFC12}. By the way, we establish the deviations of the total displacement in full tables, which can be derived from the deviations of empirical processes of i.i.d.\ random variables established in \cite{Wu94}..

math.PR↗

arXiv2021

Sensitivity analysis in general metric spaces

In this paper, we introduce new indices adapted to outputs valued in general metric spaces. This new class of indices encompasses the classical ones; in particular, the so-called Sobol indices and the Cram{é}r-von-Mises indices. Furthermore, we provide asymptotically Gaussian estimators of these indices based on U-statistics. Surprisingly, we prove the asymp-totic normality straightforwardly. Finally, we illustrate this new procedure on a toy model and on two real-data examples.

math.ST↗

arXiv2021

Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not exponentially integrable. For instance, A.V. Nagaev formulated exact asymptotics results for P(S n > x n) when x n > n 1/2 (see, [13, 14]). In this paper, we derive rough asymptotics results (at logarithmic scale) with shorter proofs relying on classical tools of large deviation theory and expliciting the rate function at the transition.

math.PR↗

arXiv2021

A conditional Berry-Esseen inequality

As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables.

math.PR↗

arXiv2020

Wide critical fluctuations of the field-induced phase transition in graphite

In the immediate vicinity of the critical temperature (T$_c$) of a phase transition, there are fluctuations of the order parameter, which reside beyond the mean-field approximation. Such critical fluctuations usually occur in a very narrow temperature window in contrast to Gaussian fluctuations. Here, we report on a study of specific heat in graphite subject to high magnetic field when all carriers are confined in the lowest Landau levels. The observation of a BCS-like specific heat jump in both temperature and field sweeps establishes that the phase transition discovered decades ago in graphite is of the second-order. The jump is preceded by a steady field-induced enhancement of the electronic specific heat. A modest (20 percent) reduction in the amplitude of the magnetic field (from 33 T to 27 T) leads to a threefold decrease of T$_c$ and a drastic widening of the specific heat anomaly, which acquires a tail spreading to two times T$_c$. We argue that the steady departure from the mean-field BCS behavior is the consequence of an exceptionally large Ginzburg number in this dilute metal, which grows steadily as the field lowers. Our fit of the critical fluctuations indicates that they belong to the $3DXY$ universality class, similar to the case of $^4$He superfluid transition.

cond-mat.str-el↗