Derivative based global sensitivity measures and their link with global sensitivity indices
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Publication:2390399
DOI10.1016/J.MATCOM.2009.01.023zbMATH Open1167.62005OpenAlexW2035363534MaRDI QIDQ2390399FDOQ2390399
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
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quasi Monte Carlo methodderivative based global sensitivity measureglobal sensitivity indexMorris method
Cites Work
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Sensitivity Analysis in Practice
- The use of ω2-distribution for error estimation in the calculation of integrals by the Monte Carlo method
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- Global sensitivity analysis for multivariate outputs using polynomial chaos-based surrogate models
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- Agent-based modelling of locating public transport facilities for conventional and electric vehicles
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?
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- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
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- Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions
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- An analytical structural global sensitivity analysis method based on direct integral
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- Decision-Oriented Two-Parameter Fisher Information Sensitivity Using Symplectic Decomposition
- A novel single-loop simulation method and its combination with adaptive kriging for moment-independent global sensitivity analysis
- A Global Sensitivity Analysis Method for Multi-Input Multi-Output System and its Application in Structural Design
- On the Deep Active-Subspace Method
- Global sensitivity analysis of plasma instabilities via active subspaces
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