Sensitivity indices for independent groups of variables

DOI10.1016/J.MATCOM.2019.02.008MaRDI QIDQ1997595zbMATH OpenOpenAlexWikidataFDO

Authors Baptiste Broto, François Bachoc, Marine Depecker, J. M. Martinez

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

Sobol indicesglobal sensitivity analysisShapley effects

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A linear approximation method for the Shapley value
• Approximate forward-backward algorithm for a switching linear Gaussian model
• Asymptotic Statistics
• Density modification-based reliability sensitivity analysis
• Global sensitivity measures from given data
• On Shapley Value for Measuring Importance of Dependent Inputs
• Shapley Effects for Global Sensitivity Analysis: Theory and Computation
• Sobol' indices and Shapley value
• Statistical inference for Sobol pick-freeze Monte Carlo method

Cited in

(9)

• scientific article; zbMATH DE number 1843040 (Why is no real title available?)
• Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution
• Block-diagonal covariance estimation and application to the Shapley effects in sensitivity analysis
• Gaussian linear approximation for the estimation of the Shapley effects
• A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices
• Computing Shapley effects for sensitivity analysis
• Sensitivity indices for multivariate outputs
• Sensitivity indices for independent groups of variables
• A Shapley-Owen index for interaction quantification

Describes a project that uses

Uses Software

• igraph

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