On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors.
Ilya M. SobolBoris ShukhmanPublished in: Monte Carlo Methods Appl. (2007)
Keyphrases
- monte carlo
- importance sampling
- monte carlo method
- monte carlo simulation
- markov chain
- monte carlo methods
- confidence intervals
- estimation error
- stochastic approximation
- simulation study
- monte carlo tree search
- matrix inversion
- adaptive sampling
- markovian decision
- point processes
- variance reduction
- optimal strategy
- light transport
- global illumination
- temporal difference
- particle filter
- search space
- machine learning