Total effects with constrained features
From MaRDI portal
Publication:6547752
DOI10.1007/S11222-024-10398-5zbMATH Open1539.6201MaRDI QIDQ6547752FDOQ6547752
Authors: E. Borgonovo, Elmar Plischke, Clémentine Prieur
Publication date: 31 May 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Recommendations
- Computing Shapley effects for sensitivity analysis
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Global sensitivity analysis with dependence measures
- Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
- Shapley Effects for Global Sensitivity Analysis: Theory and Computation
Cites Work
- All models are wrong, but many are useful: learning a variable's importance by studying an entire class of prediction models simultaneously
- A new coefficient of correlation
- Dependence modeling with copulas
- Asymptotic Statistics
- Random forests
- Remarks on a Multivariate Transformation
- The jackknife estimate of variance
- Resampling methods for dependent data
- A Class of Statistics with Asymptotically Normal Distribution
- Contributions to the theory of convex bodies
- Distribution-free predictive inference for regression
- A distribution-free approach to inducing rank correlation among input variables
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Nonparametric variable importance assessment using machine learning techniques
- Analysis of variance designs for model output
- Mastering uncertainty in industry. I: A global methodological approach based on examples
- Title not available (Why is that?)
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- Title not available (Why is that?)
- Asymptotic normality and efficiency of two Sobol index estimators
- Statistical inference for Sobol pick-freeze Monte Carlo method
- General foundations of high-dimensional model representations
- A General Framework for Inference on Algorithm-Agnostic Variable Importance
- Estimation of global sensitivity indices for models with dependent variables
- Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis
- On the Relative Importance of Input Factors in Mathematical Models
- An asymptotic and empirical smoothing parameters selection method for smoothing spline ANOVA models in large samples
- Scrambled net variance for integrals of smooth functions
- On the \(L_2\)-discrepancy for anchored boxes
- Implementation and tests of low-discrepancy sequences
- A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
- On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
- Title not available (Why is that?)
- Sur le coefficient, dit de corrélation et sur la corrélation en général.
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
- Title not available (Why is that?)
- On Shapley Value for Measuring Importance of Dependent Inputs
- Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution
- Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces
- A nearest neighbor estimate of the residual variance
- Strong universal consistent estimate of the minimum mean squared error
- \(U\)-statistics, \(M_m\)-estimators and resampling
- Definitions, methods, and applications in interpretable machine learning
- Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance
- Efficient estimation of the ANOVA mean dimension, with an application to neural net classification
- Basics and Trends in Sensitivity Analysis
- An approximation theoretic perspective of Sobol' indices with dependent variables
- A computational investigation of the optimal Halton sequence in QMC applications
- Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA
This page was built for publication: Total effects with constrained features
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6547752)