ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis.
Nicolas DurrandeDavid GinsbourgerOlivier RoustantLaurent CarraroPublished in: J. Multivar. Anal. (2013)
Keyphrases
- sensitivity analysis
- reproducing kernel
- reproducing kernel hilbert space
- kernel methods
- managerial insights
- influence diagrams
- variational inequalities
- hilbert space
- kernel function
- gaussian kernels
- statistically significant
- loss function
- sample size
- special case
- machine learning
- random projections
- learning problems
- feature space
- dimensionality reduction
- post hoc
- feature selection
- pairwise
- support vector
- data dependent
- density estimation
- regression model
- high dimensional