Sensitivity analysis approaches to high-dimensional screening problems at low sample size

DOI10.1080/00949655.2018.1450876MaRDI QIDQ4960668zbMATH OpenOpenAlexFDO

Authors W. Becker, G. Deman, S. Tarantola

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/00949655.2018.1450876

zbMATH Keywords

\(G^\ast\) functionderivative-based global sensitivity measureselementary effectslow-discrepancy sequencesscreeningsensitivity analysisSobol' indices

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(2)

• Crossed-derivative based sensitivity measures for interaction screening
• The many Shapley values for explainable artificial intelligence: a sensitivity analysis perspective

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