[ot-users] Sensitivity Methods for Monte Carlo Simulation

Luiz augusto da silva Florêncio luiz.engh at gmail.com
Tue Oct 24 13:56:55 CEST 2017


Hi all,

      I am a new user of OpenTurns and I would Like to know which are the
best methods of sensitivity analysis (importance factors) to use with the
Monte Carlo simulation (MCS).
      I'm Trying to use the FAST and the Taylor variance decomposition. Are
They acceptable or compatible with  MCS?
      My last question is if it is possible to code the same importance
factor from FORM and DS to use in a MCS script.

Thanks for your time,
Luiz Augusto.

<https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail>
Livre
de vírus. www.avast.com
<https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail>.
<#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://openturns.org/pipermail/users/attachments/20171024/f32d5e33/attachment.html>


More information about the users mailing list