• Title of article

    On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index Original Research Article

  • Author/Authors

    I.M. Sobol، نويسنده , , Yu.L. Levitan، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 1999
  • Pages
    10
  • From page
    52
  • To page
    61
  • Abstract
    First report of an attempt to apply variance reducing multipliers in Monte Carlo estimations of global sensitivity indices.
  • Keywords
    Variance reduction , Monte Carlo method , Quasi-Monte Carlo , Sensitivity index
  • Journal title
    Computer Physics Communications
  • Serial Year
    1999
  • Journal title
    Computer Physics Communications
  • Record number

    1135050