Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

Mathematics and Computers in Simulation

Volumn 55, Issue 1-3, 2001, Pages 271-280

  Sobol, I M ^a  

^a INSTITUTE OF MATHEMATICAL MODELING   (Russian Federation)

Author keywords

Mathematical modelling; Monte Carlo method; Quasi Monte Carlo method; Sensitivity analysis

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; SENSITIVITY ANALYSIS; THEOREM PROVING;

GLOBAL SENSITIVITY INDICES; NONLINEAR MATHEMATICAL MODELS;

MONTE CARLO METHODS;

EID: 0034926426     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(00)00270-6     Document Type: Article

References (16)

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8. About the use of rank transformation in sensitivity analysis of model output
9. Sensitivity estimates for nonlinear mathematical models
10. On "freezing" unessential variables
11. On quasi-Monte Carlo integrations
12. On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index
13. Structure analysis of extremal problems using an approximation of characteristics