Randomized pick-freeze for sparse Sobol indices estimation in high dimension (Q2786501)
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scientific article; zbMATH DE number 6541403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized pick-freeze for sparse Sobol indices estimation in high dimension |
scientific article; zbMATH DE number 6541403 |
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Randomized pick-freeze for sparse Sobol indices estimation in high dimension (English)
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12 February 2016
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sensitivity analysis
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Sobol indices
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high-dimensional statistics
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Lasso
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Monte Carlo method
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