Shapley Effects for Global Sensitivity Analysis: Theory and Computation

@article{Song2016ShapleyEF,
  title={Shapley Effects for Global Sensitivity Analysis: Theory and Computation},
  author={Eunhye Song and B. Nelson and J. Staum},
  journal={SIAM/ASA J. Uncertain. Quantification},
  year={2016},
  volume={4},
  pages={1060-1083}
}
Variance-based global sensitivity analysis decomposes the variance of the output of a computer model, resulting from uncertainty about the model's inputs, into variance components associated with each input's contribution. The two most common variance-based sensitivity measures, the first-order effects and the total effects, may fail to sum to the total variance. They are often used together in sensitivity analysis, because neither of them adequately deals with interactions in the way the… Expand
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