Novel computational methods for high-dimensional stochastic sensitivity analysis

Author:

Rahman Sharif1,Ren Xuchun1

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

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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