Novel computational methods for high-dimensional stochastic sensitivity analysis
Author:
Affiliation:
1. College of Engineering; The University of Iowa; Iowa City, Iowa 52242 U.S.A.
Publisher
Wiley
Subject
Applied Mathematics,General Engineering,Numerical Analysis
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/nme.4659/fullpdf
Reference25 articles.
1. On the convergence rates of IPA and FDC derivative estimators;L'Ecuyer;Operations Research,1994
2. Stochastic sensitivity analysis by dimensional decomposition and score functions;Rahman;Probabilistic Engineering Mechanics,2009
3. A class of statistics with asymptotically normal distributions;Hoeffding;Annals of Mathematical Statistics,1948
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