# Glossary

**Analysis of variance** or **ANOVA** (*Analyse de variance*): decomposition of the variance (as a 
breakdown) to elementary pieces (also know as HDMR, Hoeffding's decomposition, Sobol's decomposition... 
*c.f.* [](#sensitivity_brief_reminder_theoretical_no_hypothesis)).

**Cumulative distribution function** or **CDF** (*Fonction de répartition*): function of a 
real-valued random variable $X$ which, once evaluated at $x$, gives the probability that $X$ will 
take a value less than or equal to $x$ (*c.f.* [](#statistics_random_proba_distribution)).

**Kriging** or **Gaussian process** (*Krigeage ou processus gaussien*): is a family of interpolation 
methods that uses information about the "spatial" correlation between observations to make predictions 
with a confidence interval at new locations (*c.f.* [](#models_kriging)).

**Latin hypercube sampling** or **LHS** (*Échantillonage par hypercube latin*): sampling methods that 
stratifies the probability space by dividing it in equal probabilities (*c.f.* 
[](#sampler_stochastic_method_introduction)).

**Leave-one-out** or **LOO** (*validation croisée un contre tous*): type of cross-validation for 
which a surrogate model is re-train on the learning database removing just one point, in order to 
obtain an estimation of this new model on this precise point (*c.f.* 
[](#models_introduction_fitting_strategy)).

**Likelihood** (*vraisemblance*): is the hypothetical probability that an event that has already 
occurred would yield a specific outcome. The concept differs from that of a probability in that a 
probability refers to the occurrence of future events, while a likelihood refers to past events with 
known outcomes {cite}`Likeli`.

**Low discrepancy sequence**: (*Suite à faible discrépance*): sequence for which the discrepancy is 
low, meaning the proportion of points in the sequence falling into an arbitrary set $B$ is close to 
proportional to the measure of $B$ (*c.f.* [](#sampler_qmc)).

**Pareto front** (*front de Pareto*): a set of nondominated solutions, being chosen as optimal, if no 
objective can be improved without sacrificing at least one other objective (*c.f.* 
[](#optimisation_introduction_pareto_nutshell)).

**Pearson coefficient** (*Coefficient de Pearson*): it is the linear correlation coefficient (*c.f.* 
[](#sensitivity_brief_reminder_theoretical_theoretical_aspects_monotone)).

**Principal component analysis** or **PCA** (*Analyse en conclusion principale*): the process of 
computing the principal components and using them to perform a change of basis on the data, sometimes 
using only the first few principal components and ignoring the rest (*c.f.* [](#dataserver_pca)).

**Probability density function** or **PDF** (*Densité de probabilité*): function whose value at any 
given sample (or point) in the sample space (the set of possible values taken by the random variable) 
can be interpreted as providing a relative likelihood that the value of the random variable would 
equal that sample (*c.f.* [](#statistics_random_proba_distribution)).

**Quantile** (*Quantile*): the quantile $x_p$, for a probability $p \in [0,1]$, is the lowest value 
of a random variable $X$ so that $P\left\{X \le x_p \right\} = p$ (*c.f.* 
[](#dataserver_statistics_quantile_computation)).

**Screening method** (*méthode de criblage*): process that extracts, isolates and identifies a 
compound or group of components in a sample with the minimum number of steps and the least manipulation 
of the sample (*c.f.* [](#sensitivity_module)).

**Simple random sampling** or **SRS** (*Échantillonage simple aléatoire*): independent generation of 
samples following provided PDFs (*c.f.* [](#sampler_stochastic_method_introduction)).

**Sparse grids**: numerical techniques to represent, integrate or interpolate high dimensional 
functions.