Geodesic
On sensitivity estimation for nonlinear mathematical models
Matematičeskoe modelirovanie, Tome 2 (1990) no. 1, pp. 112-118 
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/
@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/}
}
TY  - JOUR
AU  - I. M. Sobol'
TI  - On sensitivity estimation for nonlinear mathematical models
JO  - Matematičeskoe modelirovanie
PY  - 1990
SP  - 112
EP  - 118
VL  - 2
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/MM_1990_2_1_a9/
LA  - ru
ID  - MM_1990_2_1_a9
ER  - 
%0 Journal Article
%A I. M. Sobol'
%T On sensitivity estimation for nonlinear mathematical models
%J Matematičeskoe modelirovanie
%D 1990
%P 112-118
%V 2
%N 1
%U http://geodesic.mathdoc.fr/item/MM_1990_2_1_a9/
%G ru
%F MM_1990_2_1_a9

Voir la notice de l'article provenant de la source Math-Net.Ru

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.