Monte Carlo algorithms for evaluating Sobol' sensitivity indices.
Ivan DimovRayna GeorgievaPublished in: Math. Comput. Simul. (2010)
Keyphrases
- monte carlo
- monte carlo methods
- monte carlo tree search
- monte carlo simulation
- stochastic approximation
- learning algorithm
- markov chain
- adaptive sampling
- matrix inversion
- importance sampling
- quasi monte carlo
- low discrepancy sequences
- simulation study
- computational complexity
- global illumination
- markov chain monte carlo
- particle filter
- point processes
- computational cost