On the use of variance reducing multipliers in Monte Carlo computations of a global sensitivity index
Authors:
- I.M. Sobol'ISI.M. Sobol'
- Yu.L. LevitanYLYu.L. Levitan
- 1 March 1999
- journal article
- Published by Elsevier in Computer Physics Communications
- Vol. 117 (1-2) , 52-61
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- A variance reducing multiplier for Monte Carlo integrationsMathematical and Computer Modelling, 1996
- INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCEInternational Journal of Modern Physics C, 1995
- Weighted Uniform Sampling — a Monte Carlo Technique for Reducing VarianceIMA Journal of Applied Mathematics, 1966