Talk:Variance-based sensitivity analysis

Latest comment: 1 year ago by Tupui in topic Sobol' sequence must start with 0

sorry, first time use of "Talk" in wiki

"For this reason, when using low-discrepancy sequences, it can be advantageous to use those that allow sequential addition of points (such as the Sobol sequence), as compared to those that do not (such as Latin hypercube sequences)."

-> Orthogonal LHS sequences can be augmented, there existe such tool in R. I think it might confuse reader.

Sobol' sequence must start with 0

edit

The 0 is paramount for Sobol' sequence to perform as advertised. Failing to do so, as in the example matrix will lead to a loss of convergence. See Owen2020 for a discussion. Tupui (talk) 08:29, 24 February 2023 (UTC)Reply