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Investigating the computational efficiency of several stochastic algorithms for multidimensional numerical integration: “An Optimization Technique for Estimating Sobol Sensitivity Indices” by Venelin Todorov, Slavi Georgiev. Communication Papers of the 17th Conference on Computer Science and Intelligence Systems(15th International Workshop on Computational Optimization), ACSIS, Vol. 32, pages 93–96 (2022).

#Sobol #Halton #montecarlo
Open Access: https://lnkd.in/dxGsAfSd