A comparison of two sampling methods for global sensitivity analysis

DOI10.1016/J.CPC.2011.12.015MaRDI QIDQ1948862zbMATH OpenOpenAlexFDO

Authors William Becker, Dirk Zeitz, S. Tarantola

Publication date 25 April 2013

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2011.12.015

zbMATH Keywords

Monte Carloconvergencenumerical exampleseffective dimensionSobol' sequencequasi-random sequenceLatin supercubequasi-random sampling designsvariance-based global sensitivity analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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• Quasi-Monte Carlo integration
• Quasi-Random Sequences and Their Discrepancies
• Randomization of Number Theoretic Methods for Multiple Integration
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Cited in

(8)

• scientific article; zbMATH DE number 2186466 (Why is no real title available?)
• scientific article; zbMATH DE number 6960701 (Why is no real title available?)
• An ensemble model-based method for estimating failure probability function with application in reliability-based optimization
• Global sensitivity of structural variability by random sampling
• To Sobol or not to Sobol? The effects of sampling schemes in systems biology applications
• Sensitivity analysis methods in the biomedical sciences
• Sensitivity analysis approaches to high-dimensional screening problems at low sample size
• A critical appraisal of design of experiments for uncertainty quantification

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