Iterative construction of replicated designs based on Sobol' sequences

DOI10.1016/J.CRMA.2016.11.013zbMath1355.65009OpenAlexW2558427538MaRDI QIDQ501872

Clémentine Prieur, Fred J. Hickernell, Élise Arnaud, Lluís Antoni Jiménez Rugama, Hervé Monod, Laurent Gilquin

Publication date: 10 January 2017

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2016.11.013

zbMATH Keywords

iterative constructionSobol' sequencesreplicated designs

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

Reliable error estimation for Sobol' indices ⋮ Iterative estimation of Sobol' indices based on replicated designs

Uses Software

• sobol.cc

Cites Work

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• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Scrambling Sobol' and Niederreiter-Xing points
• On the \(L_2\)-discrepancy for anchored boxes
• Low-discrepancy sequences and global function fields with many rational places
• Making best use of model evaluations to compute sensitivity indices
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Quasi-Random Sequences and Their Discrepancies
• A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
• Comparison of some efficient methods to evaluate the main effect of computer model factors
• On the distribution of points in a cube and the approximate evaluation of integrals

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