Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs

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Marouane Il Idrissi, Vincent Chabridon, Bertrand Iooss

Published: 01 Jan 2021, Last Modified: 12 May 2025Environ. Model. Softw. 2021EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Reliability-oriented sensitivity analysis for correlated inputs is addressed.•New indices for target sensitivity analysis are proposed: the target Shapley effects.•Two estimation methods are discussed (Monte Carlo and given-data).•The usefulness of the new indices is showcased on two toy-cases and a flood model.•A final application is proposed on a COVID-19 epidemiological model.