Randomized quasi-Monte Carlo methods in global sensitivity analysis

Mersenne twister

Makoto Matsumoto, Takuji Nishimura · ACM Transactions on Modeling and Computer Simulation · 1998 · 5.7K citations

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Random Number Generation and Quasi-Monte Carlo Methods.

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Sensitivity Estimates for Nonlinear Mathematical Models

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

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A Primer for the Monte Carlo Method.

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On theL2-Discrepancy for Anchored Boxes

Jiřı́ Matoušek · Journal of Complexity · 1998 · 305 citations

Engineering, Building Science, Furniture Design +2