Jiang, Tao; Owen, Art B. - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 231-241
Quasi-regression is a method of Monte Carlo approximation useful for global sensitivity analysis. This paper presents a new version, incorporating shrinkage parameters of the type used in wavelet approximation. As an example application, a black box function from machine learning is analyzed....