On the coalitional decomposition of parameters of interest

Understanding the behavior of a black-box model with probabilistic inputs can be based on the decomposition of a parameter of interest (e.g., its variance) into contributions attributed to each coalition of inputs (i.e., subsets of inputs). In this paper, we produce conditions for obtaining unambigu...

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Bibliographic Details
Main Authors: Il Idrissi, Marouane, Bousquet, Nicolas, Gamboa, Fabrice, Iooss, Bertrand, Loubes, Jean-Michel
Format: Article
Language:English
Published: Académie des sciences 2023-11-01
Series:Comptes Rendus. Mathématique
Online Access:https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.521/