Attributes of the performance of central processing units: a relative performance prediction model
Communications of the ACM
The nature of statistical learning theory
The nature of statistical learning theory
Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
Mathematics and Computers in Simulation - IMACS sponsored Special issue on the second IMACS seminar on Monte Carlo methods
Pattern Classification (2nd Edition)
Pattern Classification (2nd Edition)
Discovering additive structure in black box functions
Proceedings of the tenth ACM SIGKDD international conference on Knowledge discovery and data mining
Unbiased generalized quasi-regression
Computational Statistics & Data Analysis
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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. That function is nearly a sum of functions of one and two variables and the first variable acting alone accounts for more than half of the variance.