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Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

2001; Elsevier BV; Volume: 55; Issue: 1-3 Linguagem: Inglês

10.1016/s0378-4754(00)00270-6

1872-7166

I. M. Sobol,

Statistical and numerical algorithms

Global sensitivity indices for rather complex mathematical models can be efficiently computed by Monte Carlo (or quasi-Monte Carlo) methods. These indices are used for estimating the influence of individual variables or groups of variables on the model output.