Shapley Effects for Global Sensitivity Analysis: Theory and Computation
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Publication:3179320
DOI10.1137/15M1048070zbMATH Open1403.62226OpenAlexW2518039540MaRDI QIDQ3179320FDOQ3179320
Authors: Eunhye Song, Barry L. Nelson, Jeremy Staum 
Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1048070
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Cited In (35)
- Explaining individual predictions when features are dependent: more accurate approximations to Shapley values
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Goal-oriented Shapley effects with special attention to the quantile-oriented case
- Stochastic simulation uncertainty analysis to accelerate flexible biomanufacturing process development
- Sensitivity indices for independent groups of variables
- A characterization and some properties of the Banzhaf-Coleman-Dubey-Shapley sensitivity index
- Variance allocation and Shapley value
- Sobol' indices and Shapley value
- Explaining predictive models using Shapley values and non-parametric vine copulas
- Proportional marginal effects for global sensitivity analysis
- Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution
- Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models
- Variance reduced Shapley value estimation for trustworthy data valuation
- Improved feature selection with simulation optimization
- Interpretable biomanufacturing process risk and sensitivity analyses for quality‐by‐design and stability control
- Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms
- Block-diagonal covariance estimation and application to the Shapley effects in sensitivity analysis
- Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
- Supervised Machine Learning Techniques: An Overview with Applications to Banking
- Global sensitivity analysis and Wasserstein spaces
- Gaussian linear approximation for the estimation of the Shapley effects
- Global sensitivity analysis with dependence measures
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- Design for order‐of‐addition experiments with two‐level components
- Fast Approximation of the Shapley Values Based on Order-of-Addition Experimental Designs
- Global sensitivity analysis for statistical model parameters
- Computing Shapley effects for sensitivity analysis
- Construction of rating systems using global sensitivity analysis: a numerical investigation
- A Shapley-Owen index for interaction quantification
- On Shapley Value for Measuring Importance of Dependent Inputs
- Tensor algorithms for advanced sensitivity metrics
- Faster Kriging: facing high-dimensional simulators
- Efficient estimation of the ANOVA mean dimension, with an application to neural net classification
- On the comparison of Shapley values for variance and standard deviation games
- Total effects with constrained features
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