Title of article :
On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index Original Research Article
Author/Authors :
I.M. Sobol، نويسنده , , Yu.L. Levitan، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1999
Abstract :
First report of an attempt to apply variance reducing multipliers in Monte Carlo estimations of global sensitivity indices.
Keywords :
Variance reduction , Monte Carlo method , Quasi-Monte Carlo , Sensitivity index
Journal title :
Computer Physics Communications
Journal title :
Computer Physics Communications
