Sensitivity analysis for nonlinear mathematical models: Numerical experiments
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(12)- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index
- An alternative way to compute Fourier amplitude sensitivity test (FAST).
- Optimal \(L_2\)-norm empirical importance weights for the change of probability measure
- Optimal experimental design for parameter estimation in the presence of observation noise
- Lasso Monte Carlo, a variation on multi fidelity methods for high-dimensional uncertainty quantification
- Sequential sensitivity analysis of expensive black-box simulators with metamodelling
- Quantifying forcing uncertainties in the hydrodynamics of the Gironde estuary
- Global sensitivity analysis in random forests: unveiling generative variable importance
- ANOVA-boosting for random Fourier features
- Adaptive hp-polynomial based sparse grid collocation algorithms for piecewise smooth functions with kinks
- On the 80th birthday of Il’ya Meierovich Sobol
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