Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (Q4960977)

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scientific article; zbMATH DE number 7193400
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    Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices
    scientific article; zbMATH DE number 7193400

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      Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (English)
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      24 April 2020
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      Monte Carlo
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      multilevel Monte Carlo
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      parameter estimation
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      uncertainty quantification
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      sensitivity analysis
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      Sobol' indices
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