Monte Carlo algorithms for evaluating Sobol’ sensitivity indices
Year of publication: |
2010
|
---|---|
Authors: | Dimov, I. ; Georgieva, R. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 81.2010, 3, p. 506-514
|
Publisher: |
Elsevier |
Subject: | Sensitivity analysis | Global sensitivity indices | Multidimensional numerical integration | Adaptive Monte Carlo algorithm |
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