Adaptive Monte Carlo Approach for Sensitivity Analysis
نویسندگان
چکیده
منابع مشابه
Adaptive Monte Carlo Approach for Sensitivity Analysis
An adaptive Monte Carlo strategy for computing global Sobol ́ sensitivity indices has been presented and discussed. The experimental scheme including an approximation tool, variance-based approaches for sensitivity analysis and Monte Carlo technique for multidimensional integration has been described and studied.
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ژورنال
عنوان ژورنال: Procedia - Social and Behavioral Sciences
سال: 2010
ISSN: 1877-0428
DOI: 10.1016/j.sbspro.2010.05.158