Measuring the interactions among variables of functions over the unit hypercube

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Measuring the Interactions among Variables of Functions over the Unit Hypercube

By considering a least squares approximation of a given square integrable function f ∶ [0,1]n → R by a multilinear polynomial of a specified degree, we define an index which measures the overall interaction among variables of f . This definition extends the concept of Banzhaf interaction index introduced in cooperative game theory. Our approach is partly inspired from multilinear regression ana...

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ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2011

ISSN: 0022-247X

DOI: 10.1016/j.jmaa.2011.02.040