On Shapley Value for Measuring Importance of Dependent Inputs

DOI10.1137/16M1097717zbMath1386.65064arXiv1610.02080MaRDI QIDQ4636414

Clémentine Prieur, Art B. Owen

Publication date: 19 April 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.02080

zbMATH Keywords

variable importance; Sobol' indices; functional ANOVA

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

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Uses Software

• relaimpo

Cites Work

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