Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case - Archive ouverte HAL Access content directly
Journal Articles SIAM/ASA Journal on Uncertainty Quantification Year : 2022

Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case

Abstract

We propose to study quantile-oriented sensitivity analysis (QOSA) indices and show some of their theoretical properties. These have a number of shortcomings when dealing with both independent and dependent inputs, which leads us to define new generic indices based on the Shapley values named goal-oriented Shapley effects (GOSE). In particular, we focus on quantile-oriented Shapley effects (QOSE) and subsequently perform several calculations of QOSA indices and QOSE in order to better understand the behavior and the respective interest of each.
Fichier principal
Vignette du fichier
article.pdf (808.76 Ko) Télécharger le fichier
Origin Files produced by the author(s)

Dates and versions

hal-03137402 , version 1 (10-02-2021)
hal-03137402 , version 2 (04-02-2023)

Identifiers

Cite

Kevin Elie-Dit-Cosaque, Véronique Maume-Deschamps. Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case. SIAM/ASA Journal on Uncertainty Quantification, 2022, 10 (3), pp.1037-1069. ⟨10.1137/21M1395247⟩. ⟨hal-03137402v2⟩
115 View
98 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More