I. M. Sobol

Generating author description...

All published works

Action	Title	Year	Authors
+	QMC integration errors and quasi-asymptotics	2020	I. M. Sobol Boris V. Shukhman
+	Quasi-Monte Carlo method for solving Fredholm equations	2019	I. M. Sobol Boris V. Shukhman
+	On average dimensions of particle transport estimators	2018	I. M. Sobol Boris V. Shukhman
+	A limit theorem for average dimensions	2015	Boris V. Shukhman I. M. Sobol
+	Quasi-Monte Carlo: A high-dimensional experiment	2014	I. M. Sobol Boris V. Shukhman
+	Construction and Comparison of High-Dimensional Sobol' Generators	2011	I. M. Sobol Danil Asotsky Alexander Kreinin Sergei Kucherenko
+	A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices	2010	I. M. Sobol Sergei Kucherenko
+	Derivative based global sensitivity measures	2010	I. M. Sobol Sergei Kucherenko
+	Derivative based global sensitivity measures and their link with global sensitivity indices	2009	I. M. Sobol Sergei Kucherenko
+ PDF Chat	Letter to the editorial board	2008	I. M. Sobol
+	The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral	2006	Danil Asotsky E. E. Myshetskaya I. M. Sobol
+	Quasi-random points keep their distance	2006	I. M. Sobol Boris V. Shukhman
+	On global sensitivity analysis of quasi-Monte Carlo algorithms	2005	I. M. Sobol Sergei Kucherenko
+	On global sensitivity analysis of quasi-Monte Carlo algorithms	2005	I. M. Sobol Sergei Kucherenko
+	One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods	2003	I. M. Sobol Danil Asotsky
+	Convergence estimates for crude approximations of a Pareto set	2002	I. M. Sobol E. E. Myshetskaya
+	Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates	2001	I. M. Sobol
+	On quasi-Monte Carlo integrations	1998	I. M. Sobol
+	Error Estimates for the Crude Approximation of the Trade-off Curve	1997	I. M. Sobol Yu. L. Levitan
+	A variance reducing multiplier for Monte Carlo integrations	1996	I. M. Sobol A. V. Tutunnikov
+	INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE	1995	I. M. Sobol Boris V. Shukhman
+	On the crude multidimensional search	1994	I. M. Sobol Sergey Bakin
+	Random and quasirandom sequences: Numerical estimates of uniformity of distribution	1993	I. M. Sobol B.V. Shukman
+	Asymmetric convergence of approximations of the Monte Carlo method	1993	I. M. Sobol
+	An efficient approach to multicriterial optimization	1993	I. M. Sobol
+	Sensitivity analysis for nonlinear mathematical models	1993	I. M. Sobol
+	A Global Search for Multicriterial Problems	1992	I. M. Sobol
+	A new measure of irregularity of distribution	1991	I. M. Sobol Oleg V. Nuzhdin
+	Quasi-Monte Carlo methods	1990	I. M. Sobol
+	Quadrature formulae for functions of several variables satisfying a general Lipschitz condition	1989	I. M. Sobol
+	On quasirandom sequences for numerical computations	1988	Yu. L. Levitan N.I. Markovich S. G. Rozin I. M. Sobol
+	Determination of the extremal values of a function of several variables satisfying a generalized Lipschitz condition	1988	I. M. Sobol
+	A multicriterial interpretation of the method of regularizing ill-posed problems	1986	I. M. Sobol
+	Erratum: On the Systematic Search in a Hypercube	1979	I. M. Sobol
+	functions are generalized to weighted cubature formulas. Moreover, the best order of convergence remains the same if the weight function belongs to L2, but may get worse if it belongs to L 1 (even in the one-dimensional	1978	I. M. Sobol
+	Probability estimate of the integration error for IIτ-NETS	1973	I. M. Sobol
+	On the distribution of points in a cube and the approximate evaluation of integrals	1967	I. M. Sobol
+	An integral encountered in quadrature formulae theory	1966	I. M. Sobol
+	An exact estimate of the error in multidimensional quadrature formulae for functions of the classes and	1962	I. M. Sobol
+	On the evaluation of infinite-dimensional integrals	1962	I. M. Sobol
+	On the Solution of Peierl’s Integral Equation by the Monte Carlo Method	1960	I. M. Sobol
+	Pseudo-Random Numbers for the Machine “Strela”	1958	I. M. Sobol

Common Coauthors

Coauthor	Papers Together
Boris V. Shukhman	7
Sergei Kucherenko	6
Danil Asotsky	3
E. E. Myshetskaya	2
Yu. L. Levitan	2
Alexander Kreinin	1
B. V. Shukman	1
N.I. Markovich	1
Sergey Bakin	1
Oleg V. Nuzhdin	1
A. V. Tutunnikov	1
S. G. Rozin	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Algorithm 659	1988	Paul Bratley Bennett L. Fox	7
+	Estimating Mean Dimensionality of Analysis of Variance Decompositions	2006	Ruixue Liu Art B. Owen	6
+	On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals	1960	John H. Halton	6
+	Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates	2001	I. M. Sobol	6
+	On quasirandom sequences for numerical computations	1988	Yu. L. Levitan N.I. Markovich S. G. Rozin I. M. Sobol	6
+	On the distribution of points in a cube and the approximate evaluation of integrals	1967	I. M. Sobol	6
+	Random Number Generation and Quasi-Monte Carlo Methods.	1993	Bruce Jay Collings Harald Niederreiter	5
+ PDF Chat	Faster Valuation of Financial Derivatives	1995	Spassimir H. Paskov J. F. Traub	5
+	The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral	2006	Danil Asotsky E. E. Myshetskaya I. M. Sobol	5
+	Low-discrepancy and low-dispersion sequences	1988	Harald Niederreiter	5
+	Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension	1997	Russel E. Caflisch William J. Morokoff Art B. Owen	4
+	Random Number Generation and Quasi-Monte Carlo Methods	1992	Harald Niederreiter	4
+	On irregularities of distribution	1954	K. F. Roth	3
+	Smoothness and dimension reduction in Quasi-Monte Carlo methods	1996	B.S. Moskowitz Russel E. Caflisch	3
+	Quasi-Monte Carlo methods	1990	I. M. Sobol	3
+ PDF Chat	Quasi-Monte Carlo methods and pseudo-random numbers	1978	Harald Niederreiter	3
+	A limit theorem for average dimensions	2015	Boris V. Shukhman I. M. Sobol	3
+	Monte Carlo evaluation of derivative-based global sensitivity measures	2008	Sergei Kucherenko María Rodríguez-Fernández C.C. Pantelides Nilay Shah	3
+	Quasi-Monte Carlo: A high-dimensional experiment	2014	I. M. Sobol Boris V. Shukhman	3
+	Construction and Comparison of High-Dimensional Sobol' Generators	2011	I. M. Sobol Danil Asotsky Alexander Kreinin Sergei Kucherenko	3
+	INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE	1995	I. M. Sobol Boris V. Shukhman	3
+	Monte Carlo Methods in Financial Engineering	2003	Paul Glasserman	2
+	On quasi-Monte Carlo integrations	1998	I. M. Sobol	2
+	On average dimensions of particle transport estimators	2018	I. M. Sobol Boris V. Shukhman	2
+	Minimax Models in the Theory of Numerical Methods	1992	Aleksei G. Sukharev Olga R Chuyan	2
+	On global sensitivity analysis of quasi-Monte Carlo algorithms	2005	I. M. Sobol Sergei Kucherenko	2
+	Derivative based global sensitivity measures and their link with global sensitivity indices	2009	I. M. Sobol Sergei Kucherenko	2
+	Quadrature formulae for functions of several variables satisfying a general Lipschitz condition	1989	I. M. Sobol	2
+	A General Theory of Optimal Algorithms	1980	J. F. Traub H. Woźniakowski	2
+	Analysis of variance designs for model output	1999	M.J.W. Jansen	2
+	A new derivative based importance criterion for groups of variables and its link with the global sensitivity indices	2010	I. M. Sobol Sergei Kucherenko	2
+	On global sensitivity analysis of quasi-Monte Carlo algorithms	2005	I. M. Sobol Sergei Kucherenko	2
+ PDF Chat	Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators	1986	Bennett L. Fox	2
+	Monte Carlo Methods as Applied to The Calculation of The Lowest Eigenvalue and the Associated Eigen-Function of a Linear Integral Equation	1956	V. S. Vladimirov	2
+	Asymmetric convergence of approximations of the Monte Carlo method	1993	I. M. Sobol	2
+	Quasi-Monte Carlo Methods for Global Optimization	1985	Harald Niederreiter	2
+	Determination of the extremal values of a function of several variables satisfying a generalized Lipschitz condition	1988	I. M. Sobol	2
+	Variance Components and Generalized Sobol' Indices	2013	Art B. Owen	1
+	Quasi-Monte Carlo method for solving Fredholm equations	2019	I. M. Sobol Boris V. Shukhman	1
+ PDF Chat	A first look at quasi-Monte Carlo for lattice field theory problems	2013	Karl Jansen Hernan Leövey Andreas Nube Andreas Griewank M. Mueller-Preussker	1
+	Random Sampling Numbers	1995	D. V. Lindley W. F. Scott	1
+	Theory of Linear Ill-Posed Problems and its Applications	2002	В. К. Иванов В. В. Васин Vitalii P. Tanana	1
+	Error Estimates for the Crude Approximation of the Trade-off Curve	1997	I. M. Sobol Yu. L. Levitan	1
+ PDF Chat	Isoperimetric and Analytic Inequalities for Log-Concave Probability Measures	1999	Sergey G. Bobkov	1
+ PDF Chat	Low-discrepancy sequences obtained from algebraic function fields over finite fields	1995	Harald Niederreiter Chaoping Xing	1
+	THE DIMENSION DISTRIBUTION AND QUADRATURE TEST FUNCTIONS	2003	Art B. Owen	1
+	Quasi-Random Sequences in Numerical Practice	1988	Jean-Pierre Lambert	1
+	Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation	1987	Andreas Griewank Andrea Walther	1
+	Initiators of Multicriteria Optimization	1987	W. Stadler	1
+	Remark on algorithm 659	2003	Stephen Joe Frances Y. Kuo	1