Global sensitivity analysis of statistical models by double randomization method

DOI10.1515/mcma-2021-2096zbMath1480.65008OpenAlexW3210138632MaRDI QIDQ2066979

Dmitriy Kolyukhin

Publication date: 17 January 2022

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2021-2096

zbMATH Keywords

sensitivity analysisMonte Carlo methodsstatistical modelsSobol indices

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)

Related Items (1)

Sensitivity analysis of the concentration transport estimation in a turbulent flow

Uses Software

• DGSA

Cites Work

• Double randomization method for estimating the moments of solution to vehicular traffic problems with random parameters
• Global sensitivity analysis for a stochastic flow problem
• New Monte Carlo methods with estimating derivatives
• Entropy, irreversibility and cascades in the inertial range of isotropic turbulence
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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