  Variance-based sensitivity indices have established themselves as a reference
among practitioners of sensitivity analysis of model outputs. A variance-based
sensitivity analysis typically produces the first-order sensitivity indices
$S_j$ and the so-called total-effect sensitivity indices $T_j$ for the
uncertain factors of the mathematical model under analysis.
  The cost of the analysis depends upon the number of model evaluations needed
to obtain stable and accurate values of the estimates. While efficient
estimation procedures are available for $S_j$, this availability is less the
case for $T_j$. When estimating these indices, one can either use a
sample-based approach whose computational cost depends on the number of factors
or use approaches based on meta modelling/emulators.
  The present work focuses on sample-based estimation procedures for $T_j$ and
tests different avenues to achieve an algorithmic improvement over the existing
best practices. To improve the exploration of the space of the input factors
(design) and the formula to compute the indices (estimator), we propose
strategies based on the concepts of economy and explorativity. We then discuss
how several existing estimators perform along these characteristics.
  We conclude that: a) sample-based approaches based on the use of multiple
matrices to enhance the economy are outperformed by designs using fewer
matrices but with better explorativity; b) among the latter, asymmetric designs
perform the best and outperform symmetric designs having corrective terms for
spurious correlations; c) improving on the existing best practices is fraught
with difficulties; and d) ameliorating the results comes at the cost of
introducing extra design parameters.
