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Implement improved estimation of Sobol' indices #605

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ConnectedSystems opened this issue Feb 17, 2024 · 0 comments
Open

Implement improved estimation of Sobol' indices #605

ConnectedSystems opened this issue Feb 17, 2024 · 0 comments

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@ConnectedSystems
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As mentioned in #603 , Sergei Kucherenko recommends an updated Sobol' estimator detailed in the reference below.

S. Kucherenko, S. Song, Different numerical estimators for main effect global sensitivity indices. Reliability Engineering and System Safety, 165 (2017) 222-238
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