# A simple algorithm for global sensitivity analysis with Shapley effects

@article{Goda2021ASA, title={A simple algorithm for global sensitivity analysis with Shapley effects}, author={Takashi Goda}, journal={Reliab. Eng. Syst. Saf.}, year={2021}, volume={213}, pages={107702} }

Global sensitivity analysis aims at measuring the relative importance of different variables or groups of variables for the variability of a quantity of interest. Among several sensitivity indices, so-called Shapley effects have recently gained popularity mainly because the Shapley effects for all the individual variables are summed up to the total variance, which gives a better intepretability than the classical sensitivity indices called main effects and total effects. In this paper, assuming… Expand

#### One Citation

Computing Shapley Effects for Sensitivity Analysis

- Mathematics
- SIAM/ASA Journal on Uncertainty Quantification
- 2021

Shapley effects are attracting increasing attention as sensitivity measures. When the value function is the conditional variance, they account for the individual and higher order effects of a model… Expand

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