1. General concepts

• 1.1. Definition of concepts
  • 1.1.1. Variable Importance
  • 1.1.2. Variable Selection
  • 1.1.3. Variable Selection vs Variable Importance
  • 1.1.4. Types of VI methods
  • 1.1.5. High-dimension and correlation
  • 1.1.6. Statistical Inference
  • 1.1.7. References
• 1.2. Statistical guarantees for variable selection
  • 1.2.1. p-values
  • 1.2.2. Family Wise Error Rate (FWER)
  • 1.2.3. False Discovery Rate (FDR)
  • 1.2.4. References
• 1.3. Generalized Linear Model (GLM) Coefficient
  • 1.3.1. References
• 1.4. Generalized Total Sobol Index
  • 1.4.1. Mean Squared Error (MSE) case
  • 1.4.2. Cross-entropy case
  • 1.4.3. References