Multilinear Functions: Taylor Versus Functional ANOVA Expansions

Emanuele Borgonovo ()
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Emanuele Borgonovo: Bocconi University

Chapter Chapter 9 in Sensitivity Analysis, 2017, pp 79-88 from Springer

Abstract: Abstract In this section, we present an analysis of the interaction properties of multilinear functionsMultilinear functions . Our aim is to show that, for a multilinear function, the integral (functional ANOVA) Functional ANOVA and Taylor expansions coincide.

Date: 2017
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DOI: 10.1007/978-3-319-52259-3_9

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