Sensitivity indices for independent groups of variables

DOI10.1016/j.matcom.2019.02.008OpenAlexW2963020743WikidataQ128344429 ScholiaQ128344429MaRDI QIDQ1997595

François Bachoc, Jean-Marc Martinez, Marine Depecker, Baptiste Broto

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.04095

zbMATH Keywords

global sensitivity analysisSobol indicesShapley effects

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

Related Items (5)

Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis ⋮ Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution ⋮ Gaussian Linear Approximation for the Estimation of the Shapley Effects ⋮ Computing Shapley Effects for Sensitivity Analysis ⋮ A Shapley--Owen Index for Interaction Quantification

Uses Software

• igraph

Cites Work

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• Approximate forward-backward algorithm for a switching linear Gaussian model
• Global sensitivity measures from given data
• A linear approximation method for the Shapley value
• Sobol' Indices and Shapley Value
• Statistical inference for Sobol pick-freeze Monte Carlo method
• Shapley Effects for Global Sensitivity Analysis: Theory and Computation
• Asymptotic Statistics
• On Shapley Value for Measuring Importance of Dependent Inputs
• Density modification-based reliability sensitivity analysis
• A Class of Statistics with Asymptotically Normal Distribution

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