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Variable importance analysis: A comprehensive review

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  1. Derennes, Pierre & Morio, Jérôme & Simatos, Florian, 2021. "Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 182(C), pages 721-737.
  2. Zhang, Kaichao & Lu, Zhenzhou & Cheng, Kai & Wang, Laijun & Guo, Yanling, 2020. "Global sensitivity analysis for multivariate output model and dynamic models," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
  3. Matthias Bogaert & Michel Ballings & Martijn Hosten & Dirk Van den Poel, 2017. "Identifying Soccer Players on Facebook Through Predictive Analytics," Decision Analysis, INFORMS, vol. 14(4), pages 274-297, December.
  4. Lambert, Romain S.C. & Lemke, Frank & Kucherenko, Sergei S. & Song, Shufang & Shah, Nilay, 2016. "Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 128(C), pages 42-54.
  5. Hou, Tianfeng & Nuyens, Dirk & Roels, Staf & Janssen, Hans, 2019. "Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
  6. Philippe Goulet Coulombe, 2020. "The Macroeconomy as a Random Forest," Papers 2006.12724, arXiv.org, revised Mar 2021.
  7. Asma Shaheen & Javed Iqbal, 2018. "Spatial Distribution and Mobility Assessment of Carcinogenic Heavy Metals in Soil Profiles Using Geostatistics and Random Forest, Boruta Algorithm," Sustainability, MDPI, vol. 10(3), pages 1-20, March.
  8. Elmar Plischke & Emanuele Borgonovo, 2020. "Fighting the Curse of Sparsity: Probabilistic Sensitivity Measures From Cumulative Distribution Functions," Risk Analysis, John Wiley & Sons, vol. 40(12), pages 2639-2660, December.
  9. Steyn, Dimitri H. W. & Greyling, Talita & Rossouw, Stephanie & Mwamba, John M., 2020. "Sentiment, emotions and stock market predictability in developed and emerging markets," GLO Discussion Paper Series 502, Global Labor Organization (GLO).
  10. Smeele, Nicholas V.R. & Chorus, Caspar G. & Schermer, Maartje H.N. & de Bekker-Grob, Esther W., 2023. "Towards machine learning for moral choice analysis in health economics: A literature review and research agenda," Social Science & Medicine, Elsevier, vol. 326(C).
  11. Sinan Xiao & Zhenzhou Lu & Pan Wang, 2018. "Multivariate Global Sensitivity Analysis Based on Distance Components Decomposition," Risk Analysis, John Wiley & Sons, vol. 38(12), pages 2703-2721, December.
  12. Tatsuya Sakurahara & Seyed Reihani & Ernie Kee & Zahra Mohaghegh, 2020. "Global importance measure methodology for integrated probabilistic risk assessment," Journal of Risk and Reliability, , vol. 234(2), pages 377-396, April.
  13. Yun, Wanying & Lu, Zhenzhou & Jiang, Xian, 2019. "An efficient method for moment-independent global sensitivity analysis by dimensional reduction technique and principle of maximum entropy," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 174-182.
  14. Yutao Li & Chuanguo Jia & Hong Chen & Hongchen Su & Jiahao Chen & Duoduo Wang, 2023. "Machine Learning Assessment of Damage Grade for Post-Earthquake Buildings: A Three-Stage Approach Directly Handling Categorical Features," Sustainability, MDPI, vol. 15(18), pages 1-23, September.
  15. Zhou, Xiaoyi & Lu, Pan & Zheng, Zijian & Tolliver, Denver & Keramati, Amin, 2020. "Accident Prediction Accuracy Assessment for Highway-Rail Grade Crossings Using Random Forest Algorithm Compared with Decision Tree," Reliability Engineering and System Safety, Elsevier, vol. 200(C).
  16. Philippe Goulet Coulombe, 2021. "The Macroeconomy as a Random Forest," Working Papers 21-05, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  17. Wei, Pengfei & Song, Jingwen & Lu, Zhenzhou & Yue, Zhufeng, 2016. "Time-dependent reliability sensitivity analysis of motion mechanisms," Reliability Engineering and System Safety, Elsevier, vol. 149(C), pages 107-120.
  18. Jason Abaluck & Leila Agha & David C. Chan Jr & Daniel Singer & Diana Zhu, 2020. "Fixing Misallocation with Guidelines: Awareness vs. Adherence," NBER Working Papers 27467, National Bureau of Economic Research, Inc.
  19. Shang, Xiaobing & Su, Li & Fang, Hai & Zeng, Bowen & Zhang, Zhi, 2023. "An efficient multi-fidelity Kriging surrogate model-based method for global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
  20. Sumaya Almaazmi & Mecit Can Emre Simsekler & Andreas Henschel & Abroon Qazi & Dounia Marbouh & Rana Adel Mahmoud Ali Luqman, 2023. "Evaluating Drivers of the Patient Experience Triangle: Stress, Anxiety, and Frustration," IJERPH, MDPI, vol. 20(7), pages 1-13, April.
  21. Matteo Rucco & Giovanna Viticchi & Lorenzo Falsetti, 2020. "Towards Personalized Diagnosis of Glioblastoma in Fluid-Attenuated Inversion Recovery (FLAIR) by Topological Interpretable Machine Learning," Mathematics, MDPI, vol. 8(5), pages 1-27, May.
  22. Kleijnen, Jack P.C., 2017. "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
  23. Marrel, Amandine & Chabridon, Vincent, 2021. "Statistical developments for target and conditional sensitivity analysis: Application on safety studies for nuclear reactor," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
  24. Zhou, Changcong & Shi, Zhuangke & Kucherenko, Sergei & Zhao, Haodong, 2022. "A unified approach for global sensitivity analysis based on active subspace and Kriging," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
  25. Roberto Fontana & Alberto Molena & Luca Pegoraro & Luigi Salmaso, 2023. "Design of experiments and machine learning with application to industrial experiments," Statistical Papers, Springer, vol. 64(4), pages 1251-1274, August.
  26. Kumar, Avinash & Chakraborty, Shibashish & Bala, Pradip Kumar, 2023. "Text mining approach to explore determinants of grocery mobile app satisfaction using online customer reviews," Journal of Retailing and Consumer Services, Elsevier, vol. 73(C).
  27. Yun, Wanying & Lu, Zhenzhou & Feng, Kaixuan & Li, Luyi, 2019. "An elaborate algorithm for analyzing the Borgonovo moment-independent sensitivity by replacing the probability density function estimation with the probability estimation," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 99-108.
  28. Eliette Restrepo & Amund N. Løvik & Rolf Widmer & Patrick Wäger & Daniel B. Müller, 2019. "Historical Penetration Patterns of Automobile Electronic Control Systems and Implications for Critical Raw Materials Recycling," Resources, MDPI, vol. 8(2), pages 1-20, March.
  29. Pengfei Wei & Chenghu Tang & Yuting Yang, 2019. "Structural reliability and reliability sensitivity analysis of extremely rare failure events by combining sampling and surrogate model methods," Journal of Risk and Reliability, , vol. 233(6), pages 943-957, December.
  30. Mohamed Zine & Fouzi Harrou & Mohammed Terbeche & Mohammed Bellahcene & Abdelkader Dairi & Ying Sun, 2023. "E-Learning Readiness Assessment Using Machine Learning Methods," Sustainability, MDPI, vol. 15(11), pages 1-22, June.
  31. He, Xiang & Yuan, Yongbo, 2022. "Revisiting driving factor influences on uncertain cascading disaster evolutions: From perspective of global sensitivity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 597(C).
  32. Xiao, Sinan & Lu, Zhenzhou & Wang, Pan, 2018. "Multivariate global sensitivity analysis for dynamic models based on wavelet analysis," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 20-30.
  33. Kumar, Anand & Bala, Pradip Kumar & Chakraborty, Shibashish & Behera, Rajat Kumar, 2024. "Exploring antecedents impacting user satisfaction with voice assistant app: A text mining-based analysis on Alexa services," Journal of Retailing and Consumer Services, Elsevier, vol. 76(C).
  34. McFarland, John & DeCarlo, Erin, 2020. "A Monte Carlo framework for probabilistic analysis and variance decomposition with distribution parameter uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 197(C).
  35. Ruixin Liang & Joanne Yip & Yunli Fan & Jason P. Y. Cheung & Kai-Tsun Michael To, 2022. "Electromyographic Analysis of Paraspinal Muscles of Scoliosis Patients Using Machine Learning Approaches," IJERPH, MDPI, vol. 19(3), pages 1-12, January.
  36. Mi, Jinhua & Beer, Michael & Li, Yan-Feng & Broggi, Matteo & Cheng, Yuhua, 2020. "Reliability and importance analysis of uncertain system with common cause failures based on survival signature," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
  37. Pengfei Wei & Jingwen Song & Zhenzhou Lu, 2016. "Global reliability sensitivity analysis of motion mechanisms," Journal of Risk and Reliability, , vol. 230(3), pages 265-277, June.
  38. Masayoshi Mase & Art B. Owen & Benjamin B. Seiler, 2021. "Cohort Shapley value for algorithmic fairness," Papers 2105.07168, arXiv.org.
  39. Jinhua Mi & Yuhua Cheng & Yufei Song & Libing Bai & Kai Chen, 2022. "Application of dynamic evidential networks in reliability analysis of complex systems with epistemic uncertainty and multiple life distributions," Annals of Operations Research, Springer, vol. 311(1), pages 311-333, April.
  40. Zdeněk Kala, 2024. "Global Sensitivity Analysis of Structural Reliability Using Cliff Delta," Mathematics, MDPI, vol. 12(13), pages 1-18, July.
  41. Ehre, Max & Papaioannou, Iason & Straub, Daniel, 2020. "Global sensitivity analysis in high dimensions with PLS-PCE," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
  42. Cheng, Kai & Lu, Zhenzhou, 2018. "Sparse polynomial chaos expansion based on D-MORPH regression," Applied Mathematics and Computation, Elsevier, vol. 323(C), pages 17-30.
  43. Gehl, Pierre & Cavalieri, Francesco & Franchin, Paolo, 2018. "Approximate Bayesian network formulation for the rapid loss assessment of real-world infrastructure systems," Reliability Engineering and System Safety, Elsevier, vol. 177(C), pages 80-93.
  44. Kim, Taeyong & Song, Junho, 2018. "Generalized Reliability Importance Measure (GRIM) using Gaussian mixture," Reliability Engineering and System Safety, Elsevier, vol. 173(C), pages 105-115.
  45. Wei, Pengfei & Liu, Fuchao & Tang, Chenghu, 2018. "Reliability and reliability-based importance analysis of structural systems using multiple response Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 175(C), pages 183-195.
  46. Ma, Yuan-Zhuo & Jin, Xiang-Xiang & Zhao, Xiang & Li, Hong-Shuang & Zhao, Zhen-Zhou & Xu, Chang, 2024. "Reliability-oriented global sensitivity analysis using subset simulation and space partition," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
  47. Derennes, Pierre & Morio, Jérôme & Simatos, Florian, 2019. "A nonparametric importance sampling estimator for moment independent importance measures," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 3-16.
  48. Simsekler, Mecit Can Emre & Qazi, Abroon & Alalami, Mohammad Amjad & Ellahham, Samer & Ozonoff, Al, 2020. "Evaluation of patient safety culture using a random forest algorithm," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
  49. Peng, Yongbo & Ma, Yangying & Huang, Tianchen & De Domenico, Dario, 2021. "Reliability-based design optimization of adaptive sliding base isolation system for improving seismic performance of structures," Reliability Engineering and System Safety, Elsevier, vol. 205(C).
  50. Lisa R. Goldberg & Saad Mouti, 2019. "Sustainable Investing and the Cross-Section of Returns and Maximum Drawdown," Papers 1905.05237, arXiv.org, revised Dec 2023.
  51. Jonathan Brandt & Thore Iversen & Christoph Eckert & Florian Peterssen & Boris Bensmann & Astrid Bensmann & Michael Beer & Hartmut Weyer & Richard Hanke-Rauschenbach, 2024. "Cost and competitiveness of green hydrogen and the effects of the European Union regulatory framework," Nature Energy, Nature, vol. 9(6), pages 703-713, June.
  52. Wenxuan Wang & Hangshan Gao & Pengfei Wei & Changcong Zhou, 2017. "Extending first-passage method to reliability sensitivity analysis of motion mechanisms," Journal of Risk and Reliability, , vol. 231(5), pages 573-586, October.
  53. Chabridon, Vincent & Balesdent, Mathieu & Bourinet, Jean-Marc & Morio, Jérôme & Gayton, Nicolas, 2018. "Reliability-based sensitivity estimators of rare event probability in the presence of distribution parameter uncertainty," Reliability Engineering and System Safety, Elsevier, vol. 178(C), pages 164-178.
  54. Helton, Jon C. & Brooks, Dusty M. & Sallaberry, Cédric J., 2020. "Margins associated with loss of assured safety for systems with multiple weak links and strong links," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
  55. Masayoshi Mase & Art B. Owen & Benjamin B. Seiler, 2022. "Variable importance without impossible data," Papers 2205.15750, arXiv.org, revised Apr 2023.
  56. Cheng, Jin & Wang, Jian & Wu, Xuezhou & Wang, Shuo, 2019. "An improved polynomial-based nonlinear variable importance measure and its application to degradation assessment for high-voltage transformer under imbalance data," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 175-191.
  57. Antoniadis, Anestis & Lambert-Lacroix, Sophie & Poggi, Jean-Michel, 2021. "Random forests for global sensitivity analysis: A selective review," Reliability Engineering and System Safety, Elsevier, vol. 206(C).
  58. Liu, Fuchao & Wei, Pengfei & Tang, Chenghu & Wang, Pan & Yue, Zhufeng, 2019. "Global sensitivity analysis for multivariate outputs based on multiple response Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 287-298.
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