A comparison of two sampling methods for global sensitivity analysis

DOI10.1016/J.CPC.2011.12.015zbMATH Open1264.65006OpenAlexW1972095693MaRDI QIDQ1948862FDOQ1948862

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

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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)

Cites Work

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• Sensitivity Analysis in Practice
• Global sensitivity analysis: The primer
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• Quasi-Monte Carlo integration
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• Latin supercube sampling for very high-dimensional simulations
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Cited In (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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

Uses Software

• gss
• TOMS659

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