Sergei Kucherenko

Sergei Kucherenko

Research Fellow

Imperial College London

Sergei Kucherenko is a Research Fellow at Imperial College London. Sergei obtained his Ph.D. in Mathematical Modelling (1991) and M.Sc. in Applied Mathematics and Physics (1984) from the Moscow Engineering Physics Institute (MEPhI). Since 2000, he has been a Research Fellow at Imperial College London. Previously, he held research and academic positions at the Joint Research Center (Italy), University of Surrey, University of Massachusetts at Amherst, USA and MEPhI, and worked as a Senior Risk Analyst in the financial sector.

His influential contributions to Global Sensitivity Analysis include the development of derivative-based global sensitivity measures with I.M. Sobol’, the extension of Sobol’ indices to non-rectangular domains, methods for sensitivity analysis of models with dependent inputs, the identification of model effective dimensions using global sensitivity analysis, and the promotion of Sobol’ sequences as an effective tool for sampling. He is also a co-developer of the widely used, GUI-driven global sensitivity analysis and metamodeling software SobolGSA.

Interests
  • Global Sensitivity Analysis & Uncertainty Quantification
  • Monte Carlo and Quasi-Monte Carlo methods
  • High-dimensional Sobol' generators
  • Metamodelling and Machine Learning
  • Global Optimization
  • Model reduction and feasibility analysis
Education
  • Ph.D. in Mathematical Modelling, 1991

    UMoscow Engineering Physics Institute (MEPhI)

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