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Improving Random Balance Designs For The Estimation Of First Order Sensitivity Indices

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The original Random Balance Design (RBD) approach is here further analysed and improved in terms of accuracy of the estimates. The dependency of the algorithm on the tricky parameter M, i.e. the maximum number of frequency harmonics, is eliminated, rendering the procedure fully non parametric.
2011-03-21
Elsevier
JRC62994
1877-0428,   
https://publications.jrc.ec.europa.eu/repository/handle/JRC62994,   
10.1016/j.sbspro.2010.05.212,   
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