Ilya M. Sobol

Statistics and Probability · 1967–2011

A researcher in the Science corpus: 7 papers; trusts 7 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

Whom Ilya M. Sobol trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Stephen Joe
  2. Ruixue Liu
  3. Nan Chen
  4. Paul Glasserman
  5. Andrea Saltelli
  6. Frances Y. Kuo
  7. Art B. Owen

Who trusts Ilya M. Sobol overall

  1. Andrea Saltelli
  2. Christiane Lemieux
  3. Francesca Campolongo
  4. Sergei S. Kucherenko
  5. Bruno Sudret
  6. Emanuele Borgonovo
  7. Frank Hutter
  8. Stefano Tarantola
  9. Josef Dick
  10. Ramin Bostanabad

Papers from Ilya M. Sobol's perspective

Ordered by how strongly the researchers Ilya M. Sobol trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Algorithm 659
  2. Monte Carlo methods in finance
  3. On the distribution of points in a cube and the approximate evaluation of integrals
  4. Remark on algorithm 659: Implementing Sobol's quasirandom sequence generator (TOMS)
  5. Malliavin Greeks without Malliavin calculus
  6. Estimating Mean Dimensionality of Analysis of Variance Decompositions
  7. Monte Carlo Methods in Financial Engineering
  8. A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code
  9. The Jackknife Estimate of Variance
  10. Random number generation and Quasi-Monte Carlo methods

Their papers