Random Forest based Qantile Oriented Sensitivity Analysis indices estimation (2102.12735v1)

Published 25 Feb 2021 in stat.ME

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.

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