Variance reduction for estimation of Shapley effects and adaptation to
unknown input distribution

Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution

21 December 2018

Baptiste Broto

Papers citing "Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution"

8 / 8 papers shown

Title
Efficiency of the averaged rank-based estimator for first order Sobol index inference T. Klein Paul Rochet 21 3 0 09 Jun 2023
Proportional marginal effects for global sensitivity analysis Margot Herin Marouane Il Idrissi V. Chabridon Bertrand Iooss 29 8 0 24 Oct 2022
Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models Marouane Il Idrissi Nicolas Bousquet Fabrice Gamboa Bertrand Iooss Jean-Michel Loubes 35 3 0 23 Sep 2022
Shapley Computations Using Surrogate Model-Based Trees Zhipu Zhou Jie Chen Linwei Hu 17 0 0 11 Jul 2022
SHAFF: Fast and consistent SHApley eFfect estimates via random Forests Clément Bénard Gérard Biau Sébastien Da Veiga Erwan Scornet FAtt 30 32 0 25 May 2021
Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs Marouane Il Idrissi V. Chabridon Bertrand Iooss 14 34 0 20 Jan 2021
Global Sensitivity Analysis: a new generation of mighty estimators based on rank statistics Fabrice Gamboa P. Gremaud T. Klein A. Lagnoux 29 42 0 03 Mar 2020
Sensitivity analysis for multidimensional and functional outputs Fabrice Gamboa Alexandre Janon T. Klein A. Lagnoux 44 114 0 07 Nov 2013