Detecting and modeling critical dependence structures between random inputs of computer models

Autor: Benoumechiara Nazih, Bousquet Nicolas, Michel Bertrand, Saint-Pierre Philippe

Publikováno v: Dependence Modeling, Vol 8, Iss 1, Pp 263-297 (2020)

Uncertain information on input parameters of computer models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables. In numerous real-world applications, whi

Externí odkaz: https://doaj.org/article/601323385a754922b23ec0ae757a9820

Detecting and modeling worst-case dependence structures between random inputs of computational reliability models

Autor: Benoumechiara, Nazih, Michel, Bertrand, Saint-Pierre, Philippe, Bousquet, Nicolas

Uncertain information on input parameters of reliability models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables. In numerous real-world applications,

Externí odkaz: http://arxiv.org/abs/1804.10527

Traitement de la dépendance en analyse de sensibilité pour la fiabilité industrielle

Autor: BENOUMECHIARA, Nazih

Publikováno v: Statistics [stat]. Sorbonne Université; EDF R&D, 2019. English
Statistics [math.ST]. Sorbonne Université, 2019. English. ⟨NNT : 2019SORUS047⟩

Structural reliability studies use probabilistic approaches to quantify the risk of an accidental event occurring. The dependence between the random input variables of a model can have a significant impact on the results of the reliability study. Thi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6956019079101966c5d0ed43e519cd13
https://tel.archives-ouvertes.fr/tel-02293846