4 papers
Approximate Shapley value estimation using sampling without replacement and variance estimation via the new Symmetric bootstrap and the Doubled half bootstrap
Fredrik Lohne Aanes
In this paper I consider improving the KernelSHAP algorithm. I suggest to use the Wallenius' noncentral hypergeometric distribution for sampling the number of coalitions and perfor…
Fast approximate estimation of conditional Shapley values when using a linear explainer
Fredrik Lohne Aanes
In this paper, we develop three new methods, two approximate and one exact, for fast estimation of conditional Shapley values when a linear regression model is used as the explaine…
Faster estimation of the Knorr-Held Type IV space-time model
Fredrik Lohne Aanes, Geir Storvik
In this paper we study the type IV Knorr Held space time models. Such models typically apply intrinsic Markov random fields and constraints are imposed for identifiability. INLA is…
Sovereign Risk Indices and Bayesian Theory Averaging
Alex Lenkoski, Fredrik Lohne Aanes
In economic applications, model averaging has found principal use examining the validity of various theories related to observed heterogeneity in outcomes such as growth, developme…