Open AccessSobol' indices and variance reduction diagram estimation from samples used for uncertainty propagation
Author(s) -
Abed Benaïchouche,
Jérémy Rohmer
Publication year - 2016
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - sobol sequence , variance based sensitivity analysis , variance reduction , control variates , variance (accounting) , mathematics , statistics , variance decomposition of forecast errors , sensitivity (control systems) , monte carlo method , range (aeronautics) , propagation of uncertainty , realized variance , one way analysis of variance , econometrics , analysis of variance , hybrid monte carlo , accounting , business , engineering , volatility (finance) , materials science , electronic engineering , markov chain monte carlo , composite material