Orateur
David Heredia
Description
In this work, we develop new weighted Poincaré inequalities for two clases of multivariate probability measures: multivariate Liouville and elliptical contoured distributions. The former are established via a radial-type decomposition involving the Dirichlet distribution, while the latter are obtained through their spherical counterparts. We further extend this type of results to measures with prescribed copulas. Finally, we apply these results to global sensitivity analysis and illustrate their practical use in a flood model case study.