  This paper presents a simple noise correction method for Sobol' indices
estimation. Sobol' indices, especially total Sobol' indices are quite sensitive
to the noise in the output and tend to be severly biased (overestimated) if no
noise correction is done, which may make their computation meaningless in case
of even quite moderate noise levels. Proposed method allows to get
approximately unbiased noise free estimation of Sobol' indices at the cost of
variance of estimate increase if noise can be represented as a combination of
additive and multiplicative stationary noise. %Also we show that it is
impossible to do precise noise correction for more complex noise settings.
Proposed method is more straightforward than schemes found in the literature
and does not introduce any assumptions on the function and noise distribution
(except that it assumes noise to be stationary and be a combination of additive
and multiplicative). One of the appealing features is that there is actual
analytical noise correction expression derived.
