1 citations · 1 across the 2 of their papers we have counts for
4 papers
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…
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…
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…
Sensitivity indices for independent groups of variables
Baptiste Broto, François Bachoc, Marine Depecker +1
In this paper, we study sensitivity indices for independent groups of variables and we look at the particular case of block-additive models. We show in this case that most of the S…