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
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