easi
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EASI
EASI is a variance-based method that estimates first order sensitivity indices from Monte Carlo data using Fast Fourier Transformations.
Reference
- Elmar Plischke, An effective algorithm for computing global sensitivity indices (EASI), Reliability Engineering & System Safety, Volume 95, Issue 4, April 2010, Pages 354-360.
easi.1574080453.txt.gz · Last modified: 2019/11/18 13:34 by 127.0.0.1
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