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

IF 2.1 3区工程技术 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Siam-Asa Journal on Uncertainty Quantification Pub Date : 2022-09-16 DOI:10.1137/21m1395247

Kevin Elie-Dit-Cosaque, V. Maume-Deschamps

引用次数: 2

Abstract

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 several calculations of QOSA indices and QOSE will allow to better understand the behaviour and the interest of these indices.

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目标导向的沙普利效应，特别注意分位数导向的情况

我们建议研究面向分位数的敏感性指数(QOSA)和面向分位数的Shapley效应(QOSE)。本文将给出QOSA指数的一些理论性质，并给出QOSA指数和QOSE的几种计算方法，以便更好地理解这些指数的行为和兴趣。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Siam-Asa Journal on Uncertainty Quantification Mathematics-Statistics and Probability

CiteScore

3.70

自引率

0.00%

发文量

期刊介绍： SIAM/ASA Journal on Uncertainty Quantification (JUQ) publishes research articles presenting significant mathematical, statistical, algorithmic, and application advances in uncertainty quantification, defined as the interface of complex modeling of processes and data, especially characterizations of the uncertainties inherent in the use of such models. The journal also focuses on related fields such as sensitivity analysis, model validation, model calibration, data assimilation, and code verification. The journal also solicits papers describing new ideas that could lead to significant progress in methodology for uncertainty quantification as well as review articles on particular aspects. The journal is dedicated to nurturing synergistic interactions between the mathematical, statistical, computational, and applications communities involved in uncertainty quantification and related areas. JUQ is jointly offered by SIAM and the American Statistical Association.