{"id":"https://openalex.org/W1986672514","doi":"https://doi.org/10.1515/1569396054027274","title":"On global sensitivity analysis of quasi-Monte Carlo algorithms","display_name":"On global sensitivity analysis of quasi-Monte Carlo algorithms","publication_year":2005,"publication_date":"2005-01-01","ids":{"openalex":"https://openalex.org/W1986672514","doi":"https://doi.org/10.1515/1569396054027274","mag":"1986672514"},"language":"en","primary_location":{"id":"doi:10.1515/1569396054027274","is_oa":false,"landing_page_url":"https://doi.org/10.1515/1569396054027274","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5029329866","display_name":"I. M. Sobol","orcid":null},"institutions":[{"id":"https://openalex.org/I86427540","display_name":"Keldysh Institute of Applied Mathematics","ror":"https://ror.org/01dv3hq14","country_code":"RU","type":"facility","lineage":["https://openalex.org/I1313323035","https://openalex.org/I4210124601","https://openalex.org/I86427540"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"I.M. Sobol\u00b4","raw_affiliation_strings":["1. Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"1. Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia","institution_ids":["https://openalex.org/I86427540"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082371441","display_name":"Sergei Kucherenko","orcid":"https://orcid.org/0000-0003-1593-8264"},"institutions":[{"id":"https://openalex.org/I47508984","display_name":"Imperial College London","ror":"https://ror.org/041kmwe10","country_code":"GB","type":"education","lineage":["https://openalex.org/I47508984"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"S.S. Kucherenko","raw_affiliation_strings":["2. Imperial College London, SW7 2AZ, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"2. Imperial College London, SW7 2AZ, UK","institution_ids":["https://openalex.org/I47508984"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.8724,"has_fulltext":false,"cited_by_count":51,"citation_normalized_percentile":{"value":0.9006192,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"11","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10792","display_name":"Matrix Theory and Algorithms","score":0.9599999785423279,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/brownian-bridge","display_name":"Brownian bridge","score":0.8661240339279175},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.8163439035415649},{"id":"https://openalex.org/keywords/quasi-monte-carlo-method","display_name":"Quasi-Monte Carlo method","score":0.6261801719665527},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.6175047159194946},{"id":"https://openalex.org/keywords/constructive","display_name":"Constructive","score":0.6174606084823608},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.5857714414596558},{"id":"https://openalex.org/keywords/monte-carlo-molecular-modeling","display_name":"Monte Carlo molecular modeling","score":0.5552670955657959},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.5368934273719788},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.5151821374893188},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.46001148223876953},{"id":"https://openalex.org/keywords/dynamic-monte-carlo-method","display_name":"Dynamic Monte Carlo method","score":0.45933830738067627},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.45353057980537415},{"id":"https://openalex.org/keywords/monte-carlo-method-in-statistical-physics","display_name":"Monte Carlo method in statistical physics","score":0.45023593306541443},{"id":"https://openalex.org/keywords/monte-carlo-algorithm","display_name":"Monte Carlo algorithm","score":0.43259868025779724},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.43200045824050903},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4213516116142273},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4065755009651184},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.38185441493988037},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.15144792199134827},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1329309344291687},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.13260895013809204},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.12479069828987122},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07618832588195801}],"concepts":[{"id":"https://openalex.org/C78651780","wikidata":"https://www.wikidata.org/wiki/Q628309","display_name":"Brownian bridge","level":3,"score":0.8661240339279175},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.8163439035415649},{"id":"https://openalex.org/C63320529","wikidata":"https://www.wikidata.org/wiki/Q7269435","display_name":"Quasi-Monte Carlo method","level":5,"score":0.6261801719665527},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.6175047159194946},{"id":"https://openalex.org/C2778701210","wikidata":"https://www.wikidata.org/wiki/Q28130034","display_name":"Constructive","level":3,"score":0.6174606084823608},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.5857714414596558},{"id":"https://openalex.org/C37669827","wikidata":"https://www.wikidata.org/wiki/Q6904703","display_name":"Monte Carlo molecular modeling","level":4,"score":0.5552670955657959},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.5368934273719788},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5151821374893188},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.46001148223876953},{"id":"https://openalex.org/C122592724","wikidata":"https://www.wikidata.org/wiki/Q3855635","display_name":"Dynamic Monte Carlo method","level":3,"score":0.45933830738067627},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.45353057980537415},{"id":"https://openalex.org/C204493344","wikidata":"https://www.wikidata.org/wiki/Q6904698","display_name":"Monte Carlo method in statistical physics","level":5,"score":0.45023593306541443},{"id":"https://openalex.org/C15482360","wikidata":"https://www.wikidata.org/wiki/Q15238499","display_name":"Monte Carlo algorithm","level":3,"score":0.43259868025779724},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.43200045824050903},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4213516116142273},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4065755009651184},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.38185441493988037},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.15144792199134827},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1329309344291687},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.13260895013809204},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12479069828987122},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07618832588195801},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1515/1569396054027274","is_oa":false,"landing_page_url":"https://doi.org/10.1515/1569396054027274","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Sustainable cities and communities","id":"https://metadata.un.org/sdg/11","score":0.6600000262260437}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321079","display_name":"Russian Foundation for Basic Research","ror":"https://ror.org/02mh1ke95"},{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W39759813","https://openalex.org/W1519208961","https://openalex.org/W1523637143","https://openalex.org/W2035743118","https://openalex.org/W2101589741"],"related_works":["https://openalex.org/W4367155567","https://openalex.org/W1548972748","https://openalex.org/W4253585948","https://openalex.org/W1603790492","https://openalex.org/W1593294472","https://openalex.org/W1526488073","https://openalex.org/W78272879","https://openalex.org/W2001744437","https://openalex.org/W4327802989","https://openalex.org/W2384733259"],"abstract_inverted_index":{"Different":[0],"Quasi-Monte":[1],"Carlo":[2,9],"algorithms":[3,34],"corresponding":[4],"to":[5],"the":[6,15,24,30,59,63,69],"same":[7,25],"Monte":[8],"algorithm":[10],"are":[11,21,28,57],"considered.":[12],"Even":[13],"in":[14],"case":[16],"when":[17],"their":[18],"constructive":[19],"dimensions":[20],"equal":[22],"and":[23,62],"quasi-random":[26],"points":[27],"used,":[29],"efficiencies":[31],"of":[32,53,68],"these":[33],"may":[35],"differ.":[36],"Global":[37],"sensitivity":[38],"analysis":[39],"provides":[40],"an":[41],"insight":[42],"into":[43],"this":[44],"situation.":[45],"As":[46],"a":[47,54],"model":[48],"problem":[49],"two":[50],"well-known":[51],"approximations":[52],"Wiener":[55],"integral":[56],"considered:":[58],"standard":[60],"one":[61],"Brownian":[64,70],"bridge.":[65],"The":[66],"advantage":[67],"bridge":[71],"is":[72],"confirmed.":[73]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":4}],"updated_date":"2026-07-30T17:31:21.811387","created_date":"2025-10-10T00:00:00"}
