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Block-Diagonal Covariance Estimation and Application to the Shapley Effects in Sensitivity Analysis.

Baptiste BrotoFrançois BachocLaura ClouvelJean-Marc Martinez
Published in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
  • sensitivity analysis
  • block diagonal
  • managerial insights
  • face recognition
  • evolutionary algorithm
  • special case
  • game theory