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

Author:

Sobol′ I.M

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference16 articles.

1. V.I. Abramov, A.P. Kartashev, A.S. Roshal, On a method for nonlinear sensitivity analysis of mathematical models, USSR Comput. Maths. Math. Phys. 26 (1986) 469–474 (in Russian).

2. Sensitivity measures, ANOVA-like techniques and the use of bootstrap;Archer;J. Stat. Comput. Simul.,1997

3. K. Chan, S. Tarantola, F. Gampolongo (Eds.), Proceedings of SAMO’98, Venice, Official Publication of the European Communities Luxembourg, 1998.

4. Nonlinear sensitivity analysis of multiparameter model systems;Cukier;J. Comput. Phys.,1978

5. Importance measures in global sensitivity analysis of nonlinear models;Homma;Reliab. Eng. Syst. Safety,1996

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