"Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' ..."

Paul Mycek, Matthias De Lozzo (2019)

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DOI: 10.1137/18M1216389

access: closed

type: Journal Article

metadata version: 2025-01-19

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Paul Mycek, Matthias De Lozzo:
Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices. SIAM/ASA J. Uncertain. Quantification 7(4): 1323-1348 (2019)

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