Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
I. M. Sobol
Topics & Concepts
Monte Carlo methodSensitivity (control systems)Monte Carlo molecular modelingMonte Carlo method in statistical physicsHybrid Monte CarloQuasi-Monte Carlo methodStatistical physicsNonlinear systemApplied mathematicsMonte Carlo integrationMathematicsComputer scienceMarkov chain Monte CarloStatisticsPhysicsElectronic engineeringQuantum mechanicsEngineeringProbabilistic and Robust Engineering DesignMathematical Approximation and IntegrationStatistical and numerical algorithms