Global sensitivity analysis of statistical models by double randomization method

DOI10.1515/MCMA-2021-2096MaRDI QIDQ2066979zbMATH OpenOpenAlexFDO

Authors Dmitriy Kolyukhin

Publication date 17 January 2022

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma-2021-2096

zbMATH Keywords

Monte Carlo methodssensitivity analysisSobol indicesstatistical models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• Double randomization method for estimating the moments of solution to vehicular traffic problems with random parameters
• Entropy, irreversibility and cascades in the inertial range of isotropic turbulence
• Global sensitivity analysis for a stochastic flow problem
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• scientific article; zbMATH DE number 51571 (Why is no real title available?)
• scientific article; zbMATH DE number 52814 (Why is no real title available?)
• New Monte Carlo methods with estimating derivatives
• Numerical calculation of effective permeability by double randomization Monte Carlo method

Cited in

(9)

• A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
• Sensitivity analysis of the concentration transport estimation in a turbulent flow
• scientific article; zbMATH DE number 1236413 (Why is no real title available?)
• Global sensitivity analysis for statistical model parameters
• Uncertainty quantification and global sensitivity analysis for economic models
• An approximation theoretic perspective of Sobol' indices with dependent variables
• Randomized Global Sensitivity Analysis and Model Robustness
• Global sensitivity of structural variability by random sampling
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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Uses Software

• DGSA

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