Sobol’, I. M. Sensitivity estimates for nonlinear mathematical models. (English) Zbl 1039.65505 Math. Model. Comput. Exp. 1, No. 4, 407-414 (1993). Summary: The theorem that an integrable function can be decomposed into summands of different dimensions is proved. The Monte Carlo algorithm is proposed for estimating the sensitivity of a function with respect to arbitrary groups of variables. Cited in 4 ReviewsCited in 233 Documents MSC: 65C05 Monte Carlo methods PDF BibTeX XML Cite \textit{I. M. Sobol'}, Math. Model. Comput. Exp. 1, No. 4, 407--414 (1993; Zbl 1039.65505)