On quantile oriented sensitivity analysis
Kevin Elie-Dit-Cosaque (PSPM, ICJ), V\'eronique Maume-Deschamps (ICJ,, PSPM)
TL;DR
This paper introduces quantile oriented sensitivity indices and Shapley effects, providing theoretical properties and calculations to understand their behavior and usefulness in sensitivity analysis.
Contribution
It presents new quantile oriented sensitivity measures and explores their theoretical properties and practical calculations, advancing sensitivity analysis methods.
Findings
Theoretical properties of QOSA indices are established.
Calculations demonstrate the behavior and interest of QOSA and QOSE.
Insights into the application of quantile oriented sensitivity measures.
Abstract
We propose to study quantile oriented sensitivity indices (QOSA indices) and quantile oriented Shapley effects (QOSE). Some theoretical properties of QOSA indices will be given and several calculations of QOSA indices and QOSE will allow to better understand the behaviour and the interest of these indices.
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Taxonomy
TopicsProbabilistic and Robust Engineering Design