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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…
math.ST2018
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…