Reliability analysis of arbitrary systems based on active learning and global sensitivity analysis

Least angle regression

Bradley Efron, Trevor Hastie, Iain M. Johnstone et al. · The Annals of Statistics · 2004 · 9.5K citations · Full text

Computing, Biostatistics, Computer Science +13

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

A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code

Michael D. McKay, Reginald Beckman, W. J. Conover · Technometrics · 1979 · 3.8K citations

Natural Sciences, Computer Science, Mathematics +17

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