4 papers
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…
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…
Dimension-free estimators of gradients of functions with(out) non-independent variables
Matieyendou Lamboni
This study proposes a unified stochastic framework for approximating and computing the gradient of every smooth function evaluated at non-independent variables, using -sphe…
Optimal ANOVA-based emulators of models with(out) derivatives
Matieyendou Lamboni
This paper proposes new ANOVA-based approximations of functions and emulators of high-dimensional models using either available derivatives or local stochastic evaluations of such…