Randomized quasi-Monte Carlo methods in global sensitivity analysis
Giray Ökten, Yaning Liu
Topics & Concepts
Monte Carlo methodQuasi-Monte Carlo methodMonte Carlo method in statistical physicsMonte Carlo molecular modelingHybrid Monte CarloMonte Carlo integrationDynamic Monte Carlo methodSensitivity (control systems)Convergence (economics)Computer scienceRate of convergenceStatistical physicsMathematicsMarkov chain Monte CarloStatisticsPhysicsKey (lock)EngineeringElectronic engineeringEconomicsComputer securityEconomic growthMathematical Approximation and IntegrationProbabilistic and Robust Engineering DesignMathematical functions and polynomials