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Paper detail

Random Forest based Qantile Oriented Sensitivity Analysis indices estimation

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.

preprint2021arXivOpen access
Kevin Elie-Dit-CosaqueVéronique Maume-Deschamps
Methodology
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Kevin Elie-Dit-CosaqueVéronique Maume-Deschamps

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