Ilya M. Sobol

According to our database, Ilya M. Sobol authored at least 17 papers between 1996 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

QMC integration errors and quasi-asymptotics.

Ilya M. Sobol, Boris V. Shukhman

Monte Carlo Methods Appl., 2020

2019

Quasi-Monte Carlo method for solving Fredholm equations.

Ilya M. Sobol, Boris V. Shukhman

Monte Carlo Methods Appl., 2019

2018

On average dimensions of particle transport estimators.

Ilya M. Sobol, Boris V. Shukhman

Monte Carlo Methods Appl., 2018

2015

A limit theorem for average dimensions.

Boris V. Shukhman, Ilya M. Sobol

Monte Carlo Methods Appl., 2015

2014

Quasi-Monte Carlo: A high-dimensional experiment.

Ilya M. Sobol, Boris Shukhman

Monte Carlo Methods Appl., 2014

2010

A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices.

Ilya M. Sobol, Sergei S. Kucherenko

Comput. Phys. Commun., 2010

2009

Derivative based global sensitivity measures and their link with global sensitivity indices.

Ilya M. Sobol, Sergei S. Kucherenko

Math. Comput. Simul., 2009

2008

Monte Carlo estimators for small sensitivity indices.

Ilya M. Sobol, E. E. Myshetskaya

Monte Carlo Methods Appl., 2008

2007

Estimating the approximation error when fixing unessential factors in global sensitivity analysis.

Ilya M. Sobol, Stefano Tarantola, Debora Gatelli, Sergei S. Kucherenko, Wolfgang Mauntz

Reliab. Eng. Syst. Saf., 2007

Quasi-random points keep their distance.

Ilya M. Sobol, Boris Shukhman

Math. Comput. Simul., 2007

On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors.

Ilya M. Sobol, Boris Shukhman

Monte Carlo Methods Appl., 2007

2005

On global sensitivity analysis of quasi-Monte Carlo algorithms.

Ilya M. Sobol, Sergei S. Kucherenko

Monte Carlo Methods Appl., 2005

2003

Theorems and examples on high dimensional model representation.

Ilya M. Sobol

Reliab. Eng. Syst. Saf., 2003

One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods.

Ilya M. Sobol, D. I. Asotsky

Math. Comput. Simul., 2003

Modelling correlated random variables.

Ilya M. Sobol, E. E. Myshetskaya

Monte Carlo Methods Appl., 2003

1999

On the distribution of random ranges.

Ilya M. Sobol, Boris Shukhman, A. Guinzbourg

Monte Carlo Methods Appl., 1999

1996

Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences.

Igor Radovic, Ilya M. Sobol, Robert F. Tichy

Monte Carlo Methods Appl., 1996