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Random Forest based Qantile Oriented Sensitivity Analysis indices estimation

Methodology 2021-02-26 v1
Authors: Kevin Elie-Dit-Cosaque , Véronique Maume-Deschamps
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Abstract

We propose a random forest based estimation procedure for Quantile Oriented Sensitivity Analysis-QOSA. In order to be efficient, a cross validation step on the leaf size of trees is required. Our full estimation procedure is tested on both simulated data and a real dataset.

Keywords

tree-based methods

Cite

@article{arxiv.2102.12735,
  title  = {Random Forest based Qantile Oriented Sensitivity Analysis indices estimation},
  author = {Kevin Elie-Dit-Cosaque and Véronique Maume-Deschamps},
  journal= {arXiv preprint arXiv:2102.12735},
  year   = {2021}
}

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R2 v1 2026-06-23T23:29:52.964Z