Ratto, Marco; Pagano, Andrea; Young, Peter C
In this paper we propose a general framework to deal with model approximation and analysis. We present a unified procedure which exploits sampling, screening and model approximation techniques in order to optimally fulfill basic requirements in terms of general applicability and flexibility, efficiency of estimation and simplicity of implementation. The sampling procedure applies Sobol' quasi-Monte Carlo sequences, which display optimal characteristics when linked to a screening procedure, such...[Show more]
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.