{"paper":{"title":"Nested Simulation Methods for Sobol' Index Estimation: Bias Correction, Budget Allocation, and Latin Hypercube Sampling","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.ME","authors_text":"Jingtao Zhang, Xi Chen","submitted_at":"2026-07-07T04:05:14Z","abstract_excerpt":"Estimating the variance of a conditional expectation is a recurring problem in stochastic simulation, with applications in global sensitivity analysis and Sobol' index estimation. This paper revisits Sobol' index estimation through the lens of nested simulation and develops a unified comparison of classical pick-freeze estimators and nested simulation estimators under a common computational budget. We show that several standard pick-freeze estimators can be interpreted as nested simulation estimators with fixed inner-level sample sizes, enabling direct performance comparisons and clarifying th"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2607.05809","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2607.05809/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}