Speaker
Véronique Maume-Deschamps
(Institut Camille Jordan, Université Claude Bernard Lyon 1)
Description
Quantile-oriented sensitivity analysis allows to quantify uncertainty around quantiles, at different levels, while sensitivity analysis is often focused on deviation around mean (as it involves variances). We will consider qunatile-oriented sensitivity indices (QOSA) and quantile-oriented Shapley effects (QOSE). We will present their relevance on some analytical examples, show how to estimate them and present some concrete examples.
| Special/ Invited session | frENBIS |
|---|---|
| Classification | Mainly methodology |
| Keywords | quantile-oriented sensitivity analysis, quantile-oriented Shapley effects, projected forest |
Authors
Véronique Maume-Deschamps
(Institut Camille Jordan, Université Claude Bernard Lyon 1)
Kevin Elie-dit-Cosaque
Clémentine Prieur
(université Grenoble Alpes)
Ri Wang