scientific article; zbMATH DE number 1790443

MaRDI QIDQ4549511zbMATH OpenFDO

Authors Christiane Lemieux, Art B. Owen

Publication date 8 October 2002

zbMATH Keywords

quasi-Monte Carloquasi-regression

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05) Numerical integration (65D30)

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Cited in

(15)

• Quasi-regression
• The effective dimension and quasi-Monte Carlo integration
• Quasi-regression with shrinkage
• Optimal space-filling design for symmetrical global sensitivity analysis of complex black-box models
• Alternative sampling methods for estimating multivariate normal probabilities
• Orthogonal arrays for estimating global sensitivity indices of non-parametric models based on ANOVA high-dimensional model representation
• Tractability using periodized generalized Faure sequences
• Polynomial chaos as a control variate method
• Symmetrical design for symmetrical global sensitivity analysis of model output
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• Preintegration via Active Subspace
• Dimension-wise integration of high-dimensional functions with applications to finance
• Sensitivity analysis on the sphere and a spherical ANOVA decomposition
• High-dimensional quasi-Monte Carlo via combinatorial discrepancy
• Unbiased generalized quasi-regression

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