A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices
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Publication:547007
DOI10.1016/j.cpc.2010.03.006zbMath1219.65005MaRDI QIDQ547007
Sergei Kucherenko, Ilya M. Sobol'
Publication date: 30 June 2011
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cpc.2010.03.006
Monte Carlo method; global sensitivity analysis; derivative based global sensitivity measure; global sensitivity index
65C05: Monte Carlo methods
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Cites Work
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