Comparison of two sets of Monte Carlo estimators of Sobol' indices.
Ivano AzziniThierry Alex MaraRossana RosatiPublished in: Environ. Model. Softw. (2021)
Keyphrases
- monte carlo
- markov chain
- variance reduction
- monte carlo simulation
- adaptive sampling
- importance sampling
- monte carlo tree search
- policy evaluation
- conditional density estimation
- simulation study
- monte carlo methods
- markovian decision
- confidence intervals
- quasi monte carlo
- particle filter
- point processes
- monte carlo method
- game tree
- optimal strategy
- low discrepancy sequences
- search algorithm
- support vector