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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. 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.
  3. Raghvendra Mall & Mridul Nagpal & Joni Salminen & Hind Almerekhi & Soon-gyo Jung & Bernard J. Jansen, 2024. "Politics on YouTube: Detecting Online Group Polarization Based on News Videos’ Comments," SAGE Open, , vol. 14(2), pages 21582440241, May.
  4. Philippe Goulet Coulombe, 2024. "The macroeconomy as a random forest," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 401-421, April.
  5. 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.
  6. 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).
  7. 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).
  8. 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.
  9. 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.
  10. 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).
  11. 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.
  12. 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.
  13. 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).
  14. 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).
  15. 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).
  16. 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.
  17. Zhang, Xiaodong & Dimitrov, Nikolay, 2024. "Variable importance analysis of wind turbine extreme responses with Shapley value explanation," Renewable Energy, Elsevier, vol. 232(C).
  18. 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.
  19. 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.
  20. 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).
  21. 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).
  22. Zhao, Zhao & Lu, Zhao-Hui & Zhao, Yan-Gang, 2024. "A novel single-loop estimation method for predictive failure probability-based global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 250(C).
  23. 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.
  24. 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.
  25. Masayoshi Mase & Art B. Owen & Benjamin B. Seiler, 2021. "Cohort Shapley value for algorithmic fairness," Papers 2105.07168, arXiv.org.
  26. Zdeněk Kala, 2024. "Global Sensitivity Analysis of Structural Reliability Using Cliff Delta," Mathematics, MDPI, vol. 12(13), pages 1-18, July.
  27. 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.
  28. 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).
  29. 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).
  30. 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.
  31. 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.
  32. 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.
  33. Firas Mohamed & Manoj Chandrabose & Abdur Rahim Mohammad Forkan & Neville Owen & Takemi Sugiyama, 2024. "Variations in Cycling Distances by Trip Purpose and Socio-Demographic Attributes: Implications for Spatial Scales to Assess Environmental Correlates of Cycling," IJERPH, MDPI, vol. 21(12), pages 1-11, December.
  34. 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).
  35. Masayoshi Mase & Art B. Owen & Benjamin B. Seiler, 2022. "Variable importance without impossible data," Papers 2205.15750, arXiv.org, revised Apr 2023.
  36. 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).
  37. 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).
  38. 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.
  39. 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).
  40. 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.
  41. 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).
  42. 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.
  43. 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.
  44. Theo Berger, 2025. "On the information content of explainable artificial intelligence for quantitative approaches in finance," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 47(1), pages 177-203, March.
  45. 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.
  46. 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.
  47. Liu, Zhenkun & De Bock, Koen W. & Zhang, Lifang, 2025. "Explainable profit-driven hotel booking cancellation prediction based on heterogeneous stacking-based ensemble classification," European Journal of Operational Research, Elsevier, vol. 321(1), pages 284-301.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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).
  53. 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).
  54. 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.
  55. 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).
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. 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).
  61. 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.
  62. Shashank, Salabh & Behera, Rajat Kumar, 2024. "Factors influencing recommendations for women's clothing satisfaction: A latent dirichlet allocation approach using online reviews," Journal of Retailing and Consumer Services, Elsevier, vol. 81(C).
  63. 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.
  64. 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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