Nested-simulation view of Sobol' index estimation yields MSE rates, optimal outer/inner budgets, and jackknife/LHS guidance for pick-freeze-style estimators.
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Nested Simulation Methods for Sobol' Index Estimation: Bias Correction, Budget Allocation, and Latin Hypercube Sampling
Nested-simulation view of Sobol' index estimation yields MSE rates, optimal outer/inner budgets, and jackknife/LHS guidance for pick-freeze-style estimators.