Global sensitivity indices for nonlinear mathematical models. Review
By Ilya M. Sobol, Sergei S. Kucherenko. 2005
151 citations recorded by the source corpus.
Subfields: Civil and Structural Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/98a61e9afcb14a50a4ea3c33d24fe0992d0ef555
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Civil and Structural Engineering
- Bruno Sudret
- Anthony Nouy
- Xiaoping Du
- Zhen Hu
- Géraud Blatman
- Stefano Marelli
- Wolfgang Nowak
- Sergey Oladyshkin
In Statistics and Probability
- Bruno Sudret
- Anthony Nouy
- Xiaoping Du
- Zhen Hu
- Géraud Blatman
- Stefano Marelli
- Wolfgang Nowak
- Sergey Oladyshkin
Citations in the corpus
- Risk factor contributions in portfolio credit risk models (2010, background): “…in financial problems, although for different applications; Sobol (1993) has defined variance-based global sensitivity indices (see also Sobol and Kucherenko, 2005); Kucherenko and Shah (2007) consider applications to Monte-Carlo methods for options pricing; Lemieux and L’Ecuyer (2001)…”
- Global sensitivity analysis using polynomial chaos expansions (2008, background): “The Fourier amplitude sensitivity test (FAST) indices (Cukier et al., 1978) and the Sobol’ indices ((Sobol’, 1993; Saltelli and Sobol’, 1995), see also the review in Sobol’ and Kucherenko (2005)) are intended to represent the sensitivities for general models.”