Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing

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

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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

Numerical Analysis, Engineering, Orthogonal Polynomials +10

Random Number Generation and Quasi-Monte Carlo Methods.

Bruce Jay Collings, Harald Niederreiter · Journal of the American Statistical Association · 1993 · 3K citations

Numerical Analysis, Preface 1, Engineering +14

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

I. M. Sobol · USSR Computational Mathematics and Mathematical Physics · 1967 · 2.8K citations

Geometric Modeling, Geometric Algorithm, Natural Sciences +7

On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

John H. Halton · Numerische Mathematik · 1960 · 1.9K citations

Engineering, Integrable Probability, Randomized Algorithm +7