Keywords
Monte Carlo methodSensitivity (control systems)Monte Carlo molecular modelingMonte Carlo method in statistical physicsHybrid Monte CarloQuasi-Monte Carlo methodStatistical physicsNonlinear systemApplied mathematicsMonte Carlo integrationMathematicsComputer scienceMarkov chain Monte CarloStatisticsPhysics
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Publication Info
- Year
- 2001
- Type
- article
- Volume
- 55
- Issue
- 1-3
- Pages
- 271-280
- Citations
- 5594
- Access
- Closed
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Cite This
I. M. Sobol
(2001).
Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates.
Mathematics and Computers in Simulation
, 55
(1-3)
, 271-280.
https://doi.org/10.1016/s0378-4754(00)00270-6
Identifiers
- DOI
- 10.1016/s0378-4754(00)00270-6