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Gaussian Linear Approximation for the Estimation of the Shapley Effects.

Baptiste BrotoFrançois BachocMarine DepeckerJean-Marc Martinez
Published in: SIAM/ASA J. Uncertain. Quantification (2021)
Keyphrases
  • linear approximation
  • maximum likelihood
  • basis functions
  • game theory
  • machine learning
  • high dimensional data
  • policy iteration