A comparison of two sampling methods for global sensitivity analysis

DOI10.1016/j.cpc.2011.12.015zbMath1264.65006OpenAlexW1972095693MaRDI QIDQ1948862

William Becker, Dirk Zeitz, Stefano Tarantola

Publication date: 25 April 2013

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2011.12.015

zbMATH Keywords

convergenceMonte Carlonumerical exampleseffective dimensionSobol' sequencequasi-random sequenceLatin supercubequasi-random sampling designsvariance-based global sensitivity analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (5)

Sensitivity analysis methods in the biomedical sciences ⋮ To Sobol or not to Sobol? The effects of sampling schemes in systems biology applications ⋮ A critical appraisal of design of experiments for uncertainty quantification ⋮ Sensitivity analysis approaches to high-dimensional screening problems at low sample size ⋮ An ensemble model-based method for estimating failure probability function with application in reliability-based optimization

Uses Software

• gss
• TOMS659

Cites Work

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• Quasi-Random Sequences and Their Discrepancies
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Sensitivity Analysis in Practice
• On the distribution of points in a cube and the approximate evaluation of integrals

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