Global sensitivity indices for sensitivity analysis of model output are usually estimated by Monte Carlo or quasi-Monte Carlo methods...
Keywords: Monte Carlo method, quasi-Monte Carlo method, sensitivity analysis, global sensitivity index
04/2007 | Monte Carlo Methods and Applications, Walter de GruyterThe standard Monte Carlo algorithm for estimating global sensitivity indices may be spoilt by loss of accuracy if the index is very small...
Keywords: sensitivity analysis, global sensitivity index, Monte Carlo method, variance estimates
01/2008 | Monte Carlo Methods and Applications, Walter de Gruyter