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Related papers: On quantile oriented sensitivity analysis

200 papers

We introduce a variable importance measure to quantify the impact of individual input variables to a black box function. Our measure is based on the Shapley value from cooperative game theory. Many measures of variable importance operate by…

Machine Learning · Computer Science 2020-10-05 Masayoshi Mase , Art B. Owen , Benjamin Seiler

Mediation analytics help examine if and how an intermediate variable mediates the influence of an exposure variable on an outcome of interest. Quantiles, rather than the mean, of an outcome are scientifically relevant to the comparison…

Methodology · Statistics 2024-12-23 Canyi Chen , Yinqiu He , Huixia J. Wang , Gongjun Xu , Peter X. -K. Song

Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…

Econometrics · Economics 2020-09-24 Liang Chen , Juan Jose Dolado , Jesus Gonzalo

The first experimental demonstration of an adaptive quantum state estimation (AQSE) is reported. The strong consistency and asymptotic efficiency of AQSE have been mathematically proven [ A. Fujiwara J. Phys. A 39 12489 (2006)]. In this…

Multimodal large language models have demonstrated strong ability in capturing semantic representations for multimodal sentiment analysis. Their capacity to learn stable and generalizable multimodal features is limited, however, by the…

Machine Learning · Computer Science 2026-05-26 Jiazhang Liang , Jianheng Dai , Miaosen Luo , Menghua Jiang , Sijie Mai

The use of simulation-based sensitivity analyses is fundamental to evaluate and compare candidate designs for future clinical trials. In this context, sensitivity analyses are especially useful to assess the dependence of important design…

Methodology · Statistics 2022-08-09 Larry Han , Andrea Arfe , Lorenzo Trippa

Quantum and q-deformed algebras find their application not only in mathematical physics and field theoretical context, but also in phenomenology of particle properties. We describe (i) the use of quantum algebras U_q(su_n) corresponding to…

High Energy Physics - Phenomenology · Physics 2011-07-19 A. M. Gavrilik

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

Quantile classifiers for potentially high-dimensional data are defined by classifying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles.…

Methodology · Statistics 2013-11-13 Christian Hennig , Cinzia Viroli

This paper considers quantile model with grouped explanatory variables. In order to have the sparsity of the parameter groups but also the sparsity between two successive groups of variables, we propose and study an adaptive fused group…

Statistics Theory · Mathematics 2016-07-20 Gabriela Ciuperca

Quantum continuous measurement strategies consist an essential element in many modern sensing technologies leading to potentially enhanced estimation of unknown physical parameters. In such schemes, continuous monitoring of the quantum…

Quantum Physics · Physics 2025-05-01 Theodoros Ilias

We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method…

Machine Learning · Computer Science 2023-03-28 Hui Duan , Giray Ökten

In this paper we address the problem of efficient estimation of Sobol sensitivy indices. First, we focus on general functional integrals of conditional moments of the form $\E(\psi(\E(\varphi(Y)|X)))$ where $(X,Y)$ is a random vector with…

Statistics Theory · Mathematics 2012-03-15 Sébastien Da Veiga , Fabrice Gamboa

We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…

Machine Learning · Computer Science 2025-09-09 Mert Ketenci , Iñigo Urteaga , Victor Alfonso Rodriguez , Noémie Elhadad , Adler Perotte

We introduce the quantum Cayley graphs associated to quantum discrete groups and study them in the case of trees. We focus in particular on the notion of quantum ascending orientation and describe the associated space of edges at infinity,…

Operator Algebras · Mathematics 2020-06-04 Roland Vergnioux

This paper makes the case for using Shapley value to quantify the importance of random input variables to a function. Alternatives based on the ANOVA decomposition can run into conceptual and computational problems when the input variables…

Statistics Theory · Mathematics 2017-03-22 Art B. Owen , Clémentine Prieur

Estimation of physical observables for unknown quantum states is an important problem that underlies a wide range of fields, including quantum information processing, quantum physics, and quantum chemistry. In the context of quantum…

Quantum Physics · Physics 2024-05-21 Yuma Nakamura , Yoshichika Yano , Nobuyuki Yoshioka

When using machine learning techniques in decision-making processes, the interpretability of the models is important. Shapley additive explanation (SHAP) is one of the most promising interpretation methods for machine learning models.…

Machine Learning · Computer Science 2022-08-08 Yasunobu Nohara , Toyoshi Inoguchi , Chinatsu Nojiri , Naoki Nakashima

The question of quantifying the sharpness (or unsharpness) of a quantum mechanical effect is investigated. Apart from sharpness, another property, bias, is found to be relevant for the joint measurability or coexistence of two effects.…

Mathematical Physics · Physics 2010-04-20 Paul Busch

This paper deals with an important subject in classification problems addressed by machine learning techniques: the evaluation of the influence of each of the features on the classification of individuals. Specifically, a measure of that…

Machine Learning · Statistics 2023-04-21 L. Davila-Pena , Ignacio García-Jurado , B. Casas-Méndez