Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Total effects with constrained features - MaRDI portal

Total effects with constrained features (Q6547752)

From MaRDI portal

Jump to:navigation, search

This is the item page for this Wikibase entity, intended for internal use and editing purposes.

Please use this page instead for the normal view: Total effects with constrained features

scientific article; zbMATH DE number 7857736

Language	Label	Description	Also known as
English	Total effects with constrained features	scientific article; zbMATH DE number 7857736

Statements

scholarly article

0 references

Total effects with constrained features (English)

0 references

0 references

0 references

Clémentine Prieur

0 references

Statistics and Computing

0 references

publication date

31 May 2024

0 references

zbMATH Keywords

feature importance

0 references

constrained features

0 references

winding stairs

0 references

U-statistics

0 references

MaRDI profile type

0 references

A computational investigation of the optimal Halton sequence in QMC applications

0 references

Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA

0 references

\(U\)-statistics, \(M_m\)-estimators and resampling

0 references

Implementation and tests of low-discrepancy sequences

0 references

0 references

Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution

0 references

Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection

0 references

Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis

0 references

A new coefficient of correlation

0 references

Basics and Trends in Sensitivity Analysis

0 references

Mastering uncertainty in industry. I: A global methodological approach based on examples

0 references

Strong Universal Consistent Estimate of the Minimum Mean Squared Error

0 references

A nearest neighbor estimate of the residual variance

0 references

0 references

The jackknife estimate of variance

0 references

All Models are Wrong, but Many are Useful: Learning a Variable's Importance by Studying an Entire Class of Prediction Models Simultaneously

0 references

Sur le coefficient, dit de corrélation et sur la corrélation en général.

0 references

Statistical inference for Sobol pick-freeze Monte Carlo method

0 references

Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces

0 references

AN APPROXIMATION THEORETIC PERSPECTIVE OF SOBOL' INDICES WITH DEPENDENT VARIABLES

0 references

On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic

0 references

A Class of Statistics with Asymptotically Normal Distribution

0 references

Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance

0 references

A distribution-free approach to inducing rank correlation among input variables

0 references

Asymptotic normality and efficiency of two Sobol index estimators

0 references

Analysis of variance designs for model output

0 references

0 references

Dependence Modeling with Copulas

0 references

Contributions to the theory of convex bodies

0 references

Estimation of global sensitivity indices for models with dependent variables

0 references

Resampling methods for dependent data

0 references

Distribution-Free Predictive Inference For Regression

0 references

Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions

0 references

On the \(L_2\)-discrepancy for anchored boxes

0 references

Definitions, methods, and applications in interpretable machine learning

0 references

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

0 references

Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach

0 references

Scrambled net variance for integrals of smooth functions

0 references

Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification

0 references

On Shapley Value for Measuring Importance of Dependent Inputs

0 references

General foundations of high-dimensional model representations

0 references

Remarks on a Multivariate Transformation

0 references

On the Relative Importance of Input Factors in Mathematical Models

0 references

0 references

0 references

An asymptotic and empirical smoothing parameters selection method for smoothing spline ANOVA models in large samples

0 references

Asymptotic Statistics

0 references

Nonparametric variable importance assessment using machine learning techniques

0 references

A General Framework for Inference on Algorithm-Agnostic Variable Importance

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

10.1007/S11222-024-10398-5

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6547752

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6547752&oldid=42336046"