Monte Carlo estimators for small sensitivity indices

DOI10.1515/mcma.2007.023zbMath1138.65004OpenAlexW1973931862MaRDI QIDQ5443554

E. E. Myshetskaya, Ilya M. Sobol'

Publication date: 21 February 2008

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

Full work available at URL: https://doi.org/10.1515/mcma.2007.023

zbMATH Keywords

algorithmsensitivity analysisMonte Carlo methodglobal sensitivity indexvariance estimatescorrelated samplingreduction of the mean value

Mathematics Subject Classification ID

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Cites Work

• Making best use of model evaluations to compute sensitivity indices
• On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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