Efficient method for variance-based sensitivity analysis

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

Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Andrea Saltelli, Paola Annoni, Ivano Azzini et al. · Computer Physics Communications · 2009 · 3.2K citations

Engineering, Measurement, Uncertainty Quantification +9

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

J.C. Helton, F.J. Davis · Reliability Engineering & System Safety · 2003 · 2.5K citations

Engineering, Uncertainty Quantification, Latin Hypercube Sampling +7

Global sensitivity analysis using polynomial chaos expansions

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

Numerical Analysis, Engineering, Chaos Theory +5