4 papers
Random Forest based Qantile Oriented Sensitivity Analysis indices estimation
Kevin Elie-Dit-Cosaque, Véronique Maume-Deschamps
We propose a random forest based estimation procedure for Quantile Oriented Sensitivity Analysis-QOSA. In order to be efficient, a cross validation step on the leaf size of trees i…
On quantile oriented sensitivity analysis
Kevin Elie-Dit-Cosaque, Véronique Maume-Deschamps
We propose to study quantile oriented sensitivity indices (QOSA indices) and quantile oriented Shapley effects (QOSE). Some theoretical properties of QOSA indices will be given and…
Random forest estimation of conditional distribution functions and conditional quantiles
Kevin Elie-Dit-Cosaque, Véronique Maume-Deschamps
We propose a theoretical study of two realistic estimators of conditional distribution functions and conditional quantiles using random forests. The estimation process uses the boo…
Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms
Nazih Benoumechiara, Kevin Elie-Dit-Cosaque
In global sensitivity analysis, the well known Sobol' sensitivity indices aim to quantify how the variance in the output of a mathematical model can be apportioned to the different…