Ilya M. Sobol

17 papers Journal 17
YearRankTypeTitle / Venue / Authors
2020 J jnl
QMC integration errors and quasi-asymptotics.
Monte Carlo Methods Appl.
Ilya M. Sobol, Boris V. Shukhman
2019 J jnl
Quasi-Monte Carlo method for solving Fredholm equations.
Monte Carlo Methods Appl.
Ilya M. Sobol, Boris V. Shukhman
2018 J jnl
On average dimensions of particle transport estimators.
Monte Carlo Methods Appl.
Ilya M. Sobol, Boris V. Shukhman
2015 J jnl
A limit theorem for average dimensions.
Monte Carlo Methods Appl.
Boris V. Shukhman, Ilya M. Sobol
2014 J jnl
Quasi-Monte Carlo: A high-dimensional experiment.
Monte Carlo Methods Appl.
Ilya M. Sobol, Boris Shukhman
2010 J jnl
A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices.
Comput. Phys. Commun.
Ilya M. Sobol, Sergei S. Kucherenko
2009 J jnl
Derivative based global sensitivity measures and their link with global sensitivity indices.
Math. Comput. Simul.
Ilya M. Sobol, Sergei S. Kucherenko
2008 J jnl
Monte Carlo estimators for small sensitivity indices.
Monte Carlo Methods Appl.
Ilya M. Sobol, E. E. Myshetskaya
2007 J jnl
Estimating the approximation error when fixing unessential factors in global sensitivity analysis.
Reliab. Eng. Syst. Saf.
Ilya M. Sobol, Stefano Tarantola, Debora Gatelli, Sergei S. Kucherenko, Wolfgang Mauntz
2007 J jnl
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors.
Monte Carlo Methods Appl.
Ilya M. Sobol, Boris Shukhman
2007 J jnl
Quasi-random points keep their distance.
Math. Comput. Simul.
Ilya M. Sobol, Boris Shukhman
2005 J jnl
On global sensitivity analysis of quasi-Monte Carlo algorithms.
Monte Carlo Methods Appl.
Ilya M. Sobol, Sergei S. Kucherenko
2003 J jnl
Modelling correlated random variables.
Monte Carlo Methods Appl.
Ilya M. Sobol, E. E. Myshetskaya
2003 J jnl
One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods.
Math. Comput. Simul.
Ilya M. Sobol, D. I. Asotsky
2003 J jnl
Theorems and examples on high dimensional model representation.
Reliab. Eng. Syst. Saf.
Ilya M. Sobol
1999 J jnl
On the distribution of random ranges.
Monte Carlo Methods Appl.
Ilya M. Sobol, Boris Shukhman, A. Guinzbourg
1996 J jnl
Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences.
Monte Carlo Methods Appl.
Igor Radovic, Ilya M. Sobol, Robert F. Tichy