Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models
DOI10.1214/24-EJS2268MaRDI QIDQ6595779FDOQ6595779
Authors: Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa, B. Iooss, Jean-Michel Loubes
Publication date: 30 August 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
machine learningsensitivity analysisinterpretabilityquantilescomputer modelepistemic uncertaintydomain uncertaintyisotonic polynomialsrobutness
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics in engineering and industry; control charts (62P30) Applications of statistics (62P99) Robustness and adaptive procedures (parametric inference) (62F35) Approximation by polynomials (41A10) Sensitivity, stability, well-posedness (49K40) Sensitivity analysis for optimization problems on manifolds (49Q12) Sums of squares and representations by other particular quadratic forms (11E25) General topics in artificial intelligence (68T01)
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