Matches in SemOpenAlex for { <https://semopenalex.org/work/W2257153860> ?p ?o ?g. }
- W2257153860 abstract "We develop new unbiased estimators of a number of quantities defined for functions of conditional moments, like conditional expectations and variances, of functions of two independent random variables given the first variable, including certain outputs of stochastic models given the models parameters. These quantities include variance-based sensitivity indices, mean squared error of approximation with functions of the first variable, orthogonal projection coefficients, and newly defined nonlinearity coefficients. We define the above estimators and analyze their performance in Monte Carlo procedures using generalized concept of an estimation scheme and its inefficiency constant. In numerical simulations of chemical reaction networks, using the Gillespie's direct and random time change methods, the new schemes for sensitivity indices of conditional expectations in some cases outperformed the ones proposed previously, and variances of some estimators significantly depended on the simulation method being applied." @default.
- W2257153860 created "2016-06-24" @default.
- W2257153860 creator A5058282738 @default.
- W2257153860 date "2013-10-02" @default.
- W2257153860 modified "2023-09-27" @default.
- W2257153860 title "Variance-based sensitivity analysis and orthogonal approximations for stochastic models" @default.
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