Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (Q5938386)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates |
scientific article; zbMATH DE number 1621892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates |
scientific article; zbMATH DE number 1621892 |
Statements
Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (English)
0 references
6 September 2001
0 references
The author shows how the 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.
0 references
sensitivity analysis
0 references
Monte Carlo method
0 references
quasi-Monte Carlo method
0 references
mathematical modelling
0 references
