On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors

DOI10.1515/MCMA.2007.005zbMath1124.65004OpenAlexW1966616440MaRDI QIDQ5295326

Boris V. Shukhman, Ilya M. Sobol'

Publication date: 27 July 2007

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

Full work available at URL: https://doi.org/10.1515/mcma.2007.005

zbMATH Keywords

sensitivity analysisnumerical examplesMonte Carlo methodquasi-Monte Carlo methodpseudo-random number generatorglobal sensitivity indices\(g\)-functionsSobol sequence

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) General theory of distribution modulo (1) (11K06) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (4)

An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Importance measures in reliability and mathematical programming ⋮ A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices ⋮ Monte Carlo estimators for small sensitivity indices

This page was built for publication: On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors