Monte Carlo evaluation of derivative-based global sensitivity measures.
Sergei S. KucherenkoMaria Rodriguez-FernandezConstantinos C. PantelidesNilay ShahPublished in: Reliab. Eng. Syst. Saf. (2009)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- simulation study
- monte carlo simulation
- monte carlo tree search
- stochastic approximation
- monte carlo methods
- evaluation measures
- game tree search
- markovian decision
- adaptive sampling
- monte carlo method
- temporal difference
- optimal strategy
- particle filter
- variance reduction
- machine learning
- light transport
- global illumination
- markov chain monte carlo
- confidence intervals