Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
Global sensitivity indices for rather complex mathematical models can be efficiently computed by Monte Carlo (or quasi-Monte Carlo) methods. These indices are used for estimating the influence of individual variables or groups of variables on the model output.
Year of publication: |
2001
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Authors: | Sobol′ , I.M |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 55.2001, 1, p. 271-280
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Publisher: |
Elsevier |
Subject: | Sensitivity analysis | Monte Carlo method | Quasi-Monte Carlo method | Mathematical modelling |
Saved in:
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