SHAPLEY EFFECTS FOR SENSITIVITY ANALYSIS WITH CORRELATED INPUTS: COMPARISONS WITH SOBOL' INDICES, NUMERICAL ESTIMATION AND APPLICATIONS
نویسندگان
چکیده
منابع مشابه
Sobol’ indices and Shapley value
Let f be a finite variance function of d independent input variables. Sobol’ indices are used to measure the importance of input variables and subsets of them. They are based on a variance decomposition. A similar problem arises in economics, when the value produced through the joint efforts of a team is to be attributed to individual members of that team. The Shapley value is widely used to so...
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ژورنال
عنوان ژورنال: International Journal for Uncertainty Quantification
سال: 2019
ISSN: 2152-5080
DOI: 10.1615/int.j.uncertaintyquantification.2019028372