A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices

DOI10.1016/j.cpc.2010.03.006zbMath1219.65005MaRDI QIDQ547007

Sergei Kucherenko, Ilya M. Sobol'

Publication date: 30 June 2011

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2010.03.006

zbMATH Keywords

Monte Carlo method; global sensitivity analysis; derivative based global sensitivity measure; global sensitivity index

Mathematics Subject Classification ID

65C05: Monte Carlo methods

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Cites Work

• Making best use of model evaluations to compute sensitivity indices
• Analysis of variance designs for model output
• Derivative based global sensitivity measures and their link with global sensitivity indices
• Sensitivity Analysis in Practice
• On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors
• Monte Carlo estimators for small sensitivity indices
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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