Recherche

Publications

Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models
M. Il Idrissi, N. Bousquet, F. Gamboa, B. Iooss, and J-M. Loubes
Electronic Journal of Statistics, 18:2, pp. 2721-2770
2024
doi: 10.1214/24-EJS2268 | Preprint

Show BiBTeX 
@article{doi:10.1214/24-EJS2268,
      author = {Il Idrissi, Marouane and Bousquet, Nicolas and Gamboa, Fabrice and Iooss, Bertrand and Loubes, Jean-Michel},
      title = {Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models}},
      journal = {Electronic Journal of Statistics},
      publisher = {Institute of Mathematical Statistics and Bernoulli Society},
      volume = {18},
      number = {2},
      pages = {2721 -- 2770},
      year = {2024},
      doi = {10.1214/24-EJS2268},
      URL = {https://doi.org/10.1214/24-EJS2268}
}

Proportional marginal effects for global sensitivity analysis
M. Herin, M. Il Idrissi, V. Chabridon, and B. Iooss
SIAM/ASA Journal on Uncertainty Quantification, 12:2, pp. 667-692
2024
doi: 10.1137/22M153032X | Preprint

Show BiBTeX 
@article{doi:10.1137/22M153032X,
      author = {Herin, Margot and Il Idrissi, Marouane and Chabridon, Vincent and Iooss, Bertrand},
      title = {Proportional Marginal Effects for Global Sensitivity Analysis},
      journal = {SIAM/ASA Journal on Uncertainty Quantification},
      volume = {12},
      number = {2},
      pages = {667-692},
      year = {2024},
      doi = {10.1137/22M153032X},
      URL = {https://doi.org/10.1137/22M153032X}
}

On the coalitional decomposition of parameters of interest
M. Il Idrissi, N. Bousquet, F. Gamboa, B. Iooss and J-M. Loubes
Comptes Rendus. Mathématique, Tome 361, pp. 1653-1662
2023
doi: 10.5802/crmath.521 | Preprint

Show BiBTeX 
@article{doi:10.5802/crmath.521,
      author = {Il Idrissi, Marouane and Bousquet, Nicolas and Gamboa, Fabrice and Iooss, Bertrand and Loubes, Jean-Michel},
      title = {On the coalitional decomposition of parameters of interest},
      journal = {Comptes Rendus. Mathématique},
      publisher = {Académie des sciences, Paris},
      volume = {361},
      pages = {1653--1662},
      year = {2024},
      doi = {10.5802/crmath.521},
      URL = {https://doi.org/10.5802/crmath.521}
}

Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs
M. Il Idrissi, V. Chabridon and B. Iooss
Environmental Modelling & Software, 143, pp. 105115
2021
doi: 10.1016/j.envsoft.2021.105115 | Preprint

Show BiBTeX 
@article{doi:10.1016/j.envsoft.2021.105115,
      author = {Il Idrissi, Marouane and Chabridon, Vincent and Iooss, Bertrand},
      title = {Developments and applications of Shapley effects to reliability-oriented sensitivity analysis with correlated inputs},
      journal = {Environmental Modelling & Software},
      volume = {143},
      pages = {105115},
      year = {2021},
      issn = {1364-8152},
      doi = {10.1016/j.envsoft.2021.105115},
      URL = {https://doi.org/10.1016/j.envsoft.2021.105115}
}

Pré-publications

Hoeffding decomposition of black-box models with dependent inputs
M. Il Idrissi, N. Bousquet, F. Gamboa, B. Iooss, and J-M. Loubes
2024 - HAL | arXiv

An overview of variance-based importance measures in the linear regression context: comparative analyses and numerical tests
L. Clouvel, B. Iooss, V. Chabridon, M. Il Idrissi, and F. Robin
2024 - HAL

Shapley effects and proportional marginal effects for global sensitivity analysis: application to computed tomography scan organ dose estimation
A. Foucault, M. Il Idrissi, B. Iooss, S. Ancelet
2023 - HAL | arXiv

Relecture

Autres communications

Robustesse et Interprétabilité des modèles boîtes-noires
Nexialog Consulting Webinar
Online, January 2024 - slides | video

Black-box model decomposition with dependent random inputs
École Thématique sur les Incertitudes en Calcul Scientifique (ETICS)
Cap Ferret, France, October 2023 - slides

Interpretability of black-box models
MAIF's Data Science Fridays
Niort, France, December 2022 - slides

Robustness assessment of black-box models
École Thématique sur les Incertitudes en Calcul Scientifique (ETICS)
Corsica, France, October 2022 - slides

Robustness assessment of black-box models
SINCLAIR Summer Workshop
Saclay, France, June 2022 - slides

Solutions à la Shapley pour l’analyse de sensibilité avec entrées dépendantes
Journées thématiques MEXICO
Lyon, France, May 2022 - slides | tutorial in R

Cooperative Game Theory and Global Sensitivity Analysis
École Thématique sur les Incertitudes en Calcul Scientifique (ETICS)
Erdeven, France, September 2021 - slides

Communications

Interprétabilité des modèles boîtes-noires avec variables dépendantes
Séminaire STATQAM
Montréal, Québec, Canada, October 2024 - slides

Hoeffding's functional decomposition for dependent inputs
CRM Conference on New Developments in Probability
Montréal, Québec, Canada, September 2024 - slides

Sobol' indices, Shapley effects, and a path towards handling dependent inputs
Sensitivity Analysis Discord Group
Online, September 2024 - slides | video

Generalized Hoeffding decomposition and the linear nature of non-linearities
CRM-ISM Montréal Probability Seminar
Montréal, Québec, Canada, September 2024 - slides

Cooperative game theory and importance quantification
ENBIS Spring Meeting
Dortmund, Germany, May 2024 - slides

Hoeffding decomposition revisited
SIAM Conference on Uncertainty Quantification
Trieste, Italy, March 2024 - slides

Generalized Hoeffding decomposition and the linear nature of non-linearity
UQSay Seminar #69
Online, February 2024 - slides

Cooperative game theory and importance quantification
23rd European Young Statisticians Meeting
Ljubljana, Slovenia (online), September 2023 - abstract | slides | video

Interpretability of black-box models
Actuarial and Financial Mathematics Quantact Seminar
Montréal, Québec, Canada, August 2023 - slides

Les effets marginaux proportionnels : une réponse aux manquements des valeurs de Shapley pour la quantification d’importance
Forum MobiliT.AI 2023 (Invited speaker)
Toulouse, France, May 2023 - slides | video

Coalitional decomposition of quantities of interest
2023 Annual Meeting of MASCOT-NUM Research Group
Le Croisic, France, April 2023 - abstract | slides

Projection de mesures de probabilité sous contraintes de quantile par distance de Wasserstein et approximation monotone polynomiale
53èmes Journées de Statistiques de la Société Française de Statistique (SFdS)
Lyon, France, June 2022 - paper | slides

Robustness assessment of black-box models using quantile-constrained Wasserstein projections
2022 Annual Meeting of MASCOT-NUM Research Group
Clermont-Ferrand, France, June 2022 - abstract | poster

Shapley effects for reliability-oriented sensitivity analysis with correlated inputs
10th International Conference on Sensitivity Analysis of Model Output
Tallahassee, Florida, USA, March 2022 - abstract | slides

Mesures d'importance relative par décompositions de la performance de modèles de régression
52èmes Journées de Statistiques de la Société Française de Statistique (SFdS)
Nice, France, June 2021 - paper | slides