Efficient Computation of Sobol' Indices for Stochastic Models
Efficient Computation of Sobol' Indices for Stochastic Models
Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a thorough analysis and understanding of the underlying phenomena. We present a new global sensitivity analysis approach for stochastic models, i.e., models with both uncertain …