On the coalitional decomposition of parameters of interest
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Understanding the behavior of a black-box model with probabilistic inputs can be based on the decomposition of a parameter of interest (e.g., its variance) into contributions attributed to each coalition of inputs (i.e., subsets of inputs). In this paper, we produce conditions for obtaining unambiguous and interpretable decompositions of very general parameters of interest. This allows to recover known decompositions, holding under weaker assumptions than stated in the literature.
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