Efficient Computation of Sobol' Indices for Stochastic Models
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Publication:5350218
DOI10.1137/16M106193XzbMath1371.60094arXiv1602.06218OpenAlexW2963956685WikidataQ57428209 ScholiaQ57428209MaRDI QIDQ5350218
Alen Alexanderian, Joseph Hart, Pierre Alain Gremaud
Publication date: 28 August 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.06218
Probabilistic models, generic numerical methods in probability and statistics (65C20) General nonlinear regression (62J02) Monte Carlo methods (65C05) Stochastic processes (60G99)
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Uses Software
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