Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (Q4960977)
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scientific article; zbMATH DE number 7193400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices |
scientific article; zbMATH DE number 7193400 |
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Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (English)
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24 April 2020
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Monte Carlo
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multilevel Monte Carlo
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parameter estimation
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uncertainty quantification
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sensitivity analysis
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Sobol' indices
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