Ilya M. Sobol

According to our database1, Ilya M. Sobol authored at least 16 papers between 1996 and 2019.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Bibliography

2019
Quasi-Monte Carlo method for solving Fredholm equations.
Monte Carlo Meth. and Appl., 2019

2018
On average dimensions of particle transport estimators.
Monte Carlo Meth. and Appl., 2018

2015
A limit theorem for average dimensions.
Monte Carlo Meth. and Appl., 2015

2014
Quasi-Monte Carlo: A high-dimensional experiment.
Monte Carlo Meth. and Appl., 2014

2010
A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices.
Comput. Phys. Commun., 2010

2009
Derivative based global sensitivity measures and their link with global sensitivity indices.
Mathematics and Computers in Simulation, 2009

2008
Monte Carlo estimators for small sensitivity indices.
Monte Carlo Meth. and Appl., 2008

2007
Estimating the approximation error when fixing unessential factors in global sensitivity analysis.
Reliab. Eng. Syst. Saf., 2007

Quasi-random points keep their distance.
Mathematics and Computers in Simulation, 2007

On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors.
Monte Carlo Meth. and Appl., 2007

2005
On global sensitivity analysis of quasi-Monte Carlo algorithms.
Monte Carlo Meth. and Appl., 2005

2003
Theorems and examples on high dimensional model representation.
Reliab. Eng. Syst. Saf., 2003

One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods.
Mathematics and Computers in Simulation, 2003

Modelling correlated random variables.
Monte Carlo Meth. and Appl., 2003

1999
On the distribution of random ranges.
Monte Carlo Meth. and Appl., 1999

1996
Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences.
Monte Carlo Meth. and Appl., 1996


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