Polynomial chaos expansion for sensitivity analysis

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Dongbin Xiu, George Em Karniadakis · SIAM Journal on Scientific Computing · 2002 · 4.7K citations

Natural Sciences, Computational Engineering, Mathematics +16

The Homogeneous Chaos

Norbert Wiener · American Journal of Mathematics · 1938 · 3K citations

On the distribution of points in a cube and the approximate evaluation of integrals

I. M. Sobol · USSR Computational Mathematics and Mathematical Physics · 1967 · 2.9K citations

Computing, Computer Science, Computational Geometry +11

Sensitivity Estimates for Nonlinear Mathematical Models

I. M. Sobol · Medical Entomology and Zoology · 1990 · 2.8K citations

Natural Sciences, Mathematics, Dynamical Systems +12

Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems

J.C. Helton, F.J. Davis · Reliability Engineering & System Safety · 2003 · 2.6K citations

Computing, Mathematics, Physics +14