Derivative based global sensitivity measures and their link with global sensitivity indices

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

zbMATH Keywords

quasi Monte Carlo methodderivative based global sensitivity measureglobal sensitivity indexMorris method

Mathematics Subject Classification ID

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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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