Iterative construction of replicated designs based on Sobol' sequences

DOI10.1016/J.CRMA.2016.11.013MaRDI QIDQ501872zbMATH OpenOpenAlexFDO

Authors Laurent Gilquin, Lluís Antoni Jiménez Rugama, Élise Arnaud, Fred J. Hickernell, H. Monod, Clémentine Prieur

Publication date 10 January 2017

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.crma.2016.11.013

zbMATH Keywords

Sobol' sequencesiterative constructionreplicated designs

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices
• Comparison of some efficient methods to evaluate the main effect of computer model factors
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Low-discrepancy sequences and global function fields with many rational places
• Making best use of model evaluations to compute sensitivity indices
• On the \(L_2\)-discrepancy for anchored boxes
• On the distribution of points in a cube and the approximate evaluation of integrals
• Quasi-Random Sequences and Their Discrepancies
• Scrambling Sobol' and Niederreiter-Xing points

Cited in

(2)

• Iterative estimation of Sobol' indices based on replicated designs
• Reliable error estimation for Sobol' indices

Describes a project that uses

Uses Software

• sobol.cc

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