SHAPLEY EFFECTS FOR SENSITIVITY ANALYSIS WITH CORRELATED INPUTS: COMPARISONS WITH SOBOL' INDICES, NUMERICAL ESTIMATION AND APPLICATIONS

The global sensitivity analysis of a numerical model aims to quantify, by means of sensitivity indices estimates, the contributions of each uncertain input variable to the model output uncertainty. The so-called Sobol' indices, which are based on functional variance analysis, present a difficult interpretation in the presence of statistical dependence between inputs. The Shapley effects were recently introduced to overcome this problem as they...