On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors (Q5295326)
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scientific article; zbMATH DE number 5175231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors |
scientific article; zbMATH DE number 5175231 |
Statements
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors (English)
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27 July 2007
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Monte Carlo method
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quasi-Monte Carlo method
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sensitivity analysis
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global sensitivity indices
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\(g\)-functions
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pseudo-random number generator
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Sobol sequence
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numerical examples
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