Ilya M. Sobol

Publication Activity (10 Years)

Years Active: 1996-2020
Publications (10 Years): 4

Top Topics

Multiple Dimensions

Variance Reduction

Top Venues

Monte Carlo Methods Appl.

Publications

Ilya M. Sobol, Boris V. Shukhman
QMC integration errors and quasi-asymptotics. Monte Carlo Methods Appl. 26 (3) (2020)
Ilya M. Sobol, Boris V. Shukhman
Quasi-Monte Carlo method for solving Fredholm equations. Monte Carlo Methods Appl. 25 (3) (2019)
Ilya M. Sobol, Boris V. Shukhman
On average dimensions of particle transport estimators. Monte Carlo Methods Appl. 24 (1) (2018)
Boris V. Shukhman, Ilya M. Sobol
A limit theorem for average dimensions. Monte Carlo Methods Appl. 21 (2) (2015)
Ilya M. Sobol, Boris Shukhman
Quasi-Monte Carlo: A high-dimensional experiment. Monte Carlo Methods Appl. 20 (3) (2014)
Ilya M. Sobol, Sergei S. Kucherenko
A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices. Comput. Phys. Commun. 181 (7) (2010)
Ilya M. Sobol, Sergei S. Kucherenko
Derivative based global sensitivity measures and their link with global sensitivity indices. Math. Comput. Simul. 79 (10) (2009)
Ilya M. Sobol, E. E. Myshetskaya
Monte Carlo estimators for small sensitivity indices. Monte Carlo Methods Appl. 13 (5-6) (2008)
Ilya M. Sobol, Boris Shukhman
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors. Monte Carlo Methods Appl. 13 (1) (2007)
Ilya M. Sobol, Stefano Tarantola, Debora Gatelli, Sergei S. Kucherenko, Wolfgang Mauntz
Estimating the approximation error when fixing unessential factors in global sensitivity analysis. Reliab. Eng. Syst. Saf. 92 (7) (2007)
Ilya M. Sobol, Boris Shukhman
Quasi-random points keep their distance. Math. Comput. Simul. 75 (3-4) (2007)
Ilya M. Sobol, Sergei S. Kucherenko
On global sensitivity analysis of quasi-Monte Carlo algorithms. Monte Carlo Methods Appl. 11 (1) (2005)
Ilya M. Sobol, E. E. Myshetskaya
Modelling correlated random variables. Monte Carlo Methods Appl. 9 (1) (2003)
Ilya M. Sobol, D. I. Asotsky
One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods. Math. Comput. Simul. 62 (3-6) (2003)
Ilya M. Sobol
Theorems and examples on high dimensional model representation. Reliab. Eng. Syst. Saf. 79 (2) (2003)
Ilya M. Sobol, Boris Shukhman, A. Guinzbourg
On the distribution of random ranges. Monte Carlo Methods Appl. 5 (2) (1999)
Igor Radovic, Ilya M. Sobol, Robert F. Tichy
Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences. Monte Carlo Methods Appl. 2 (1) (1996)