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Efficient Computation of Sobol' Indices for Stochastic Models - MaRDI portal

Efficient Computation of Sobol' Indices for Stochastic Models (Q5350218)

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scientific article; zbMATH DE number 6766235
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Efficient Computation of Sobol' Indices for Stochastic Models
scientific article; zbMATH DE number 6766235

    Statements

    title
    Efficient Computation of Sobol' Indices for Stochastic Models (English)
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    author
    Joseph Hart
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    Alen Alexanderian
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    Pierre Alain Gremaud
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    publication date
    28 August 2017
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    zbMATH Keywords
    Sobol' indices
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    stochastic models
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    global sensitivity
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    surrogate models
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    describes a project that uses
    ElemStatLearn
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    SPGL1
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    earth
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    cites work
    Probability
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    Q4232766
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    Q5444939
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    Q4950363
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    Q3583848
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    Identifiers

    DOI
    10.1137/16M106193X
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    Mathematics Subject Classification ID
    60G99
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    65C05
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    65C20
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    62J02
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    zbMATH DE Number
    6766235
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    Wikidata QID
    Q57428209
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    arXiv ID
    1602.06218
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    OpenAlex ID
    W2963956685
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