Login / Signup
Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution.
Baptiste Broto
François Bachoc
Marine Depecker
Published in:
SIAM/ASA J. Uncertain. Quantification (2020)
Keyphrases
</>
variance reduction
gradient estimation
importance sampling
sample size
monte carlo
confidence intervals
probability distribution
bias variance decomposition
trade off
input data
parameter estimation
uniformly distributed