Randomized pick-freeze for sparse Sobol indices estimation in high dimension
نویسندگان
چکیده
منابع مشابه
Estimating The Effective Dimension Of High-Dimensional Finance Problems Using Sobol’ Sensitivity Indices
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2015
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2015013