A simple algorithm for global sensitivity analysis with Shapley effects

  title={A simple algorithm for global sensitivity analysis with Shapley effects},
  author={Takashi Goda},
  journal={Reliab. Eng. Syst. Saf.},
  • T. Goda
  • Published 2 September 2020
  • Computer Science, Mathematics
  • Reliab. Eng. Syst. Saf.
Global sensitivity analysis aims at measuring the relative importance of different variables or groups of variables for the variability of a quantity of interest. Among several sensitivity indices, so-called Shapley effects have recently gained popularity mainly because the Shapley effects for all the individual variables are summed up to the total variance, which gives a better intepretability than the classical sensitivity indices called main effects and total effects. In this paper, assuming… 
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