发表刊物：Proceedings of the 22nd International Congress on Modelling and Simulation (MODSIM2017)
刊物所在地：澳大利亚（霍巴特）
关键字：Sobol'; Latin hypercube; Random sampling; global sensitivity analysis; variance based; total effects estimator
摘要：Inspired by Tarantola et al. (2012), we extend their analysis to include the Latin hypercube and Random sampling methods. In their paper, they compared Sobol' quasi-Monte Carlo and Latin supercube sampling methods by using a V-function and variance-based sensitivity analysis. In our case we compare the convergence rate and average error between Sobol', Latin hypercube, and Random sampling methods from the Chaospy library, keeping everything else the same as in their paper. We added the Random sampling method to test if the other two sampling methods are indeed superior.
备注：会议论文集；会议地点：澳大利亚霍巴特，2017年12月3-8日；ISBN 978-0-9872143-7-9
论文类型：会议论文
文献类型：会议论文
页面范围：57-59
是否译文：否
发表时间：2017-12-03
合写作者：Stephen Roberts, Barry Croke, Anthony Jakeman
第一作者：孙熙甫
通讯作者：孙熙甫