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Multilinear Functions: Taylor Versus Functional ANOVA Expansions

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Sensitivity Analysis

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 251))

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Abstract

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

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Notes

  1. 1.

    Identical portions are reprinted with permission (Borgonovo and Smith 2011). Copyright 2011, the Institute for Operations Research and the Management Sciences, 5521 Research Park Drive, Suite 200, Catonsville, MD 21228 USA.

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Correspondence to Emanuele Borgonovo .

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Borgonovo, E. (2017). Multilinear Functions: Taylor Versus Functional ANOVA Expansions. In: Sensitivity Analysis. International Series in Operations Research & Management Science, vol 251. Springer, Cham. https://doi.org/10.1007/978-3-319-52259-3_9

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