# A simple algorithm for global sensitivity analysis with Shapley effects

@article{Goda2021ASA, title={A simple algorithm for global sensitivity analysis with Shapley effects}, author={Takashi Goda}, journal={Reliab. Eng. Syst. Saf.}, year={2021}, volume={213}, pages={107702} }

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…

## One Citation

Computing Shapley Effects for Sensitivity Analysis

- Computer Science, MathematicsSIAM/ASA J. Uncertain. Quantification
- 2021

A new algorithm is presented that offers major improvements for the computation of Shapley effects, reducing computational burden by several orders of magnitude and makes it possible to estimate all generalized (Shapley-Owen) effects for interactions.

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