{"id":"https://openalex.org/W1969531487","doi":"https://doi.org/10.1137/0911066","title":"Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method","display_name":"Sensitivity Analysis Using the Monte Carlo Acceptance-Rejection Method","publication_year":1990,"publication_date":"1990-11-01","ids":{"openalex":"https://openalex.org/W1969531487","doi":"https://doi.org/10.1137/0911066","mag":"1969531487"},"language":"en","primary_location":{"id":"doi:10.1137/0911066","is_oa":false,"landing_page_url":"https://doi.org/10.1137/0911066","pdf_url":null,"source":{"id":"https://openalex.org/S4210181992","display_name":"SIAM Journal on Scientific and Statistical Computing","issn_l":"0196-5204","issn":["0196-5204","2168-3417"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific and Statistical Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062358339","display_name":"George S. Fishman","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"George S. Fishman","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5062358339"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.12795735,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"11","issue":"6","first_page":"1164","last_page":"1180"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9797000288963318,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9797000288963318,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10780","display_name":"Reliability and Maintenance Optimization","score":0.911899983882904,"subfield":{"id":"https://openalex.org/subfields/2213","display_name":"Safety, Risk, Reliability and Quality"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.8237325549125671},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.681327223777771},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.6161521077156067},{"id":"https://openalex.org/keywords/reliability","display_name":"Reliability (semiconductor)","score":0.5661110877990723},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5443931818008423},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.5370596647262573},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5081532001495361},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.49084001779556274},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.47058287262916565},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.46345847845077515},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.4618458151817322},{"id":"https://openalex.org/keywords/rejection-sampling","display_name":"Rejection sampling","score":0.45437169075012207},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.45409104228019714},{"id":"https://openalex.org/keywords/replication","display_name":"Replication (statistics)","score":0.43386316299438477},{"id":"https://openalex.org/keywords/quasi-monte-carlo-method","display_name":"Quasi-Monte Carlo method","score":0.4112507998943329},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4071890711784363},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3696712255477905},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.34606441855430603},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3429569900035858},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.1796795129776001}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.8237325549125671},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.681327223777771},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.6161521077156067},{"id":"https://openalex.org/C43214815","wikidata":"https://www.wikidata.org/wiki/Q7310987","display_name":"Reliability (semiconductor)","level":3,"score":0.5661110877990723},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5443931818008423},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.5370596647262573},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5081532001495361},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.49084001779556274},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.47058287262916565},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.46345847845077515},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.4618458151817322},{"id":"https://openalex.org/C187192777","wikidata":"https://www.wikidata.org/wiki/Q381699","display_name":"Rejection sampling","level":5,"score":0.45437169075012207},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.45409104228019714},{"id":"https://openalex.org/C12590798","wikidata":"https://www.wikidata.org/wiki/Q3933199","display_name":"Replication (statistics)","level":2,"score":0.43386316299438477},{"id":"https://openalex.org/C63320529","wikidata":"https://www.wikidata.org/wiki/Q7269435","display_name":"Quasi-Monte Carlo method","level":5,"score":0.4112507998943329},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4071890711784363},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3696712255477905},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.34606441855430603},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3429569900035858},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.1796795129776001},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C163258240","wikidata":"https://www.wikidata.org/wiki/Q25342","display_name":"Power (physics)","level":2,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/0911066","is_oa":false,"landing_page_url":"https://doi.org/10.1137/0911066","pdf_url":null,"source":{"id":"https://openalex.org/S4210181992","display_name":"SIAM Journal on Scientific and Statistical Computing","issn_l":"0196-5204","issn":["0196-5204","2168-3417"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific and Statistical Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1551599350","https://openalex.org/W1552767065","https://openalex.org/W1655990431","https://openalex.org/W2049429870","https://openalex.org/W2109118056","https://openalex.org/W2125697860","https://openalex.org/W2126843316","https://openalex.org/W2143676145","https://openalex.org/W2146883641","https://openalex.org/W2166074409","https://openalex.org/W4232640741","https://openalex.org/W4236615995"],"related_works":["https://openalex.org/W4367155567","https://openalex.org/W2081255987","https://openalex.org/W2153934880","https://openalex.org/W4253585948","https://openalex.org/W1987325317","https://openalex.org/W4390833560","https://openalex.org/W1517267890","https://openalex.org/W1548661257","https://openalex.org/W2949594430","https://openalex.org/W2984753240"],"abstract_inverted_index":{"This":[0],"paper":[1,80,134],"describes":[2],"a":[3,11,60],"Monte":[4,143],"Carlo":[5,144],"sampling":[6],"plan":[7,24,56],"for":[8,42,59],"estimating":[9,70],"how":[10,90],"function":[12],"varies":[13],"in":[14,18,72,76],"response":[15,62],"to":[16,34,52,91,103,109],"changes":[17],"its":[19],"arguments.":[20],"Most":[21],"notably,":[22],"the":[23,31,43,82,85,105,113,131,137],"effects":[25],"this":[26],"sensitivity":[27],"analysis":[28],"by":[29],"applying":[30],"acceptance-rejection":[32],"technique":[33],"data":[35],"sampled":[36],"at":[37,107],"only":[38],"one":[39],"specified":[40],"setting":[41],"arguments,":[44,106],"thus":[45],"saving":[46],"considerable":[47],"computing":[48],"time":[49],"when":[50,69],"compared":[51],"alternative":[53,142],"methods.":[54],"The":[55,79,133],"which":[57,108],"applies":[58],"0-1":[61],"on":[63,95,98,127],"each":[64],"replication":[65],"has":[66],"immediate":[67],"application":[68],"variation":[71,102],"system":[73],"performance":[74],"measures":[75],"reliability":[77,129],"analysis.":[78],"derives":[81],"variances":[83],"of":[84,101],"proposed":[86,138],"estimators":[87],"and":[88,117,123,140],"shows":[89],"use":[92],"worst-case":[93,114],"bounds":[94],"these":[96],"or":[97],"corresponding":[99],"coefficients":[100],"choose":[104],"sample,":[110],"that":[111,146],"minimize":[112],"bounds.":[115],"Individual":[116],"simultaneous":[118],"confidence":[119],"intervals":[120],"are":[121],"derived":[122],"an":[124,141,148],"example":[125],"based":[126],"s-t":[128],"illustrates":[130],"method.":[132],"also":[135],"compares":[136],"method":[139],"approach":[145],"uses":[147],"importance":[149],"function.":[150]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}