Computing Shapley Effects for Sensitivity Analysis
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Publication:5158926
DOI10.1137/19M1304738zbMath1473.91001arXiv2002.12024OpenAlexW3205394580MaRDI QIDQ5158926
Emanuele Borgonovo, Giovanni Rabitti, Elmar Plischke
Publication date: 26 October 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.12024
Monte Carlo methods (65C05) Cooperative games (91A12) (n)-person games, (n>2) (91A06) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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Uses Software
Cites Work
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