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Monte Carlo algorithms for evaluating Sobol' sensitivity indices - MaRDI portal

Monte Carlo algorithms for evaluating Sobol' sensitivity indices (Q622172)

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scientific article; zbMATH DE number 5843122
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English
Monte Carlo algorithms for evaluating Sobol' sensitivity indices
scientific article; zbMATH DE number 5843122

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    Monte Carlo algorithms for evaluating Sobol' sensitivity indices (English)
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    31 January 2011
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    sensitivity analysis
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    global sensitivity indices
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    multidimensional numerical integration
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    adaptive Monte Carlo algorithm
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    numerical experiments
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