3 papers
math.ST2020
Gaussian linear approximation for the estimation of the Shapley effects
Baptiste Broto, François Bachoc, Marine Depecker +1
In this paper, we address the estimation of the sensitivity indices called "Shapley eects". These sensitivity indices enable to handle dependent input variables. The Shapley eects…
math.ST2019
Block-diagonal covariance estimation and application to the Shapley effects in sensitivity analysis
Baptiste Broto, François Bachoc, Laura Clouvel +1
In this paper, we aim to estimate block-diagonal covariance matrices for Gaussian data in high dimension and in fixed dimension. We first estimate the block-diagonal structure of t…
math.ST2018
Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution
Baptiste Broto, François Bachoc, Marine Depecker
The Shapley effects are global sensitivity indices: they quantify the impact of each input variable on the output variable in a model. In this work, we suggest new estimators of th…