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math.ST2026
Sharp inequalities between variance-based dependent sensitivity indices and Shapley effects: upper-bounds
Matieyendou Lamboni
For models evaluated at a random set of independent variables, the variance-based Shapley effects range between Sobol' indices, and the corresponding total indices admit derivative…
math.NA2026
Active subspace methods and derivative-based Shapley effects for functions with non-independent variables
Matieyendou Lamboni, Sergei Kucherenko
Lower-dimensional subspaces that impact estimates of uncertainty are often described by Linear combinations of input variables, leading to active variables. This paper extends the…