Variance decomposition and global sensitivity for structural systems

Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

I. M. Sobol · Mathematics and Computers in Simulation · 2001 · 5.8K citations

Parameter Estimation, Engineering, Robust Statistic +8

Global sensitivity analysis using polynomial chaos expansions

Bruno Sudret · Reliability Engineering & System Safety · 2007 · 2.3K citations

Numerical Analysis, Engineering, Chaos Theory +5

Monte Carlo: Concepts, Algorithms, and Applications

Ron Wasserstein · Technometrics · 1997 · 1.7K citations

Engineering, Data Science, Uncertainty Quantification +13

Monte Carlo: Concepts, Algorithms, and Applications

Journal of Computational and Applied Mathematics · 1996 · 800 citations

Engineering, Uncertainty Quantification, Monte Carlo +5

Theorems and examples on high dimensional model representation

I. M. Sobol · Reliability Engineering & System Safety · 2003 · 446 citations

Engineering, High-dimensional Method, Representation Theory +3