AI RESEARCH

A new paradigm for global sensitivity analysis

arXiv CS.LG

ArXi:2409.06271v2 Announce Type: replace-cross It is well-known that Sobol indices, which count among the most popular sensitivity indices, are based on the Sobol decomposition. Here we challenge this construction by redefining Sobol indices without the Sobol decomposition. In fact, we show that Sobol indices are a particular instance of a general concept which we call sensitivity measures.