Derivative based global sensitivity measures and their link with global sensitivity indices
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Publication:2390399
DOI10.1016/j.matcom.2009.01.023zbMath1167.62005OpenAlexW2035363534MaRDI QIDQ2390399
Sergei Kucherenko, Ilya M. Sobol'
Publication date: 22 July 2009
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2009.01.023
quasi Monte Carlo methodderivative based global sensitivity measureglobal sensitivity indexMorris method
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Cites Work
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- Sensitivity Analysis in Practice
- The use of ω2-distribution for error estimation in the calculation of integrals by the Monte Carlo method
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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