Environmental security is among the top priorities worldwide, and there are many difficulties in this area. The reason for a painful subject society healthcare systems. Multidimensional sensitivity analysis fundamental process of validating accuracy reliability large-scale computational models air pollution. In paper, we present an improved version well-known Sobol sequence, which shows signifi...

Monte Carlo sampling has become a major vehicle for approximate inference in Bayesian networks. In this paper, we investigate a fam­ ily of related simulation approaches, known collectively as quasi-Monte Carlo methods based on deterministic low-discrepancy se­ quences. We first outline several theoreti­ cal aspects of deterministic low-discrepancy sequences, show three examples of such se­ que...

An efficient method is proposed to perform global sensitivity analysis of a the computer model of a physical system whose input parameters are random. The so-called sensitivity indices are usually computed by Monte Carlo simulation, which reveals inappropriate for industrial applications due to an unaffordable computational cost. In the present paper, polynomial chaos (PC) expansions are introd...

Sobol, and seminar participants at the September 1999 Brookings Panel for helpful comments. Scott Nicholson has provided excellent research assistance. The views expressed here are those of the authors, and do not necessarily reflect those of the Federal Reserve Bank of New York, the Federal Reserve System, or any other institution with which the authors are affiliated.

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.

A new approach for a global sensitivity analysis of nonlinear mathematical models is presented using the information provided by two complementing variance-based methods. As a first step, the model is evaluated applying a shared sampling strategy for both methods based on Sobol’s quasi-random sequences. Then, total sensitivity indices are estimated in a second step using the Sobol’-Saltelli met...