On sensitivity estimation for nonlinear mathematical models
Matematičeskoe modelirovanie, Tome 2 (1990) no. 1, pp. 112-118
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A theorem about decomposition of an integrable function into summands of different dimensions is proved. A Monte Carlo algorithm is proposed for estimating the sensitivity of a function with respect to arbitrary groups of variables.
@article{MM_1990_2_1_a9,
author = {I. M. Sobol'},
title = {On sensitivity estimation for nonlinear mathematical models},
journal = {Matemati\v{c}eskoe modelirovanie},
pages = {112--118},
year = {1990},
volume = {2},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MM_1990_2_1_a9/}
}
I. M. Sobol'. On sensitivity estimation for nonlinear mathematical models. Matematičeskoe modelirovanie, Tome 2 (1990) no. 1, pp. 112-118. http://geodesic.mathdoc.fr/item/MM_1990_2_1_a9/