Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

Sobol′ , I.m

Mathematics and Computers in Simulation (MATCOM), 2001, vol. 55, issue 1, 271-280

Abstract: Global sensitivity indices for rather complex mathematical models can be efficiently computed by Monte Carlo (or quasi-Monte Carlo) methods. These indices are used for estimating the influence of individual variables or groups of variables on the model output.

Keywords: Sensitivity analysis; Monte Carlo method; Quasi-Monte Carlo method; Mathematical modelling (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (21)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:55:y:2001:i:1:p:271-280

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