Application of the control variate technique to estimation of total sensitivity indices

Volume: 134, Pages: 251 - 259
Published: Feb 1, 2015
Abstract
Global sensitivity analysis is widely used in many areas of science, biology, sociology and policy planning. The variance-based methods also known as Sobol׳ sensitivity indices has become the method of choice among practitioners due to its efficiency and ease of interpretation. For complex practical problems, estimation of Sobol׳ sensitivity indices generally requires a large number of function evaluations to achieve reasonable convergence. To...
Paper Details
Title
Application of the control variate technique to estimation of total sensitivity indices
Published Date
Feb 1, 2015
Volume
134
Pages
251 - 259
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