Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multifidelity variance reduction for pick-freeze Sobol index estimation   Many mathematical models involve input parameters, which are not precisely
known. Global sensitivity analysis aims to identify the parameters whose
uncertainty has the largest impact on the variability of a quantity of interest
(output of the model). One of the statistical tools used to quantify the
influence of each input variable on the output is the Sobol sensitivity index,
which can be estimated using a large sample of evaluations of the output. We
propose a variance reduction technique, based on the availability of a fast
approximation of the output, which can enable significant computational savings
when the output is costly to evaluate.

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The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: q-alg
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The categories of this paper are: nucl-th
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The categories of this paper are: alg-geom
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg
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The categories of this paper are: astro-ph
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The categories of this paper are: mtrl-th
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The categories of this paper are: patt-sol
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The categories of this paper are: chem-ph
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The categories of this paper are: hep-th
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The categories of this paper are: nlin
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The categories of this paper are: chao-dyn
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The categories of this paper are: q-bio