Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Gratiet, Loïc Le"'
Autor:
Iooss, Bertrand, Gratiet, Loïc Le
A functional risk curve gives the probability of an undesirable event as a function of the value of a critical parameter of a considered physical system. In several applicative situations, this curve is built using phenomenological numerical models w
Externí odkaz:
http://arxiv.org/abs/1704.00624
Autor:
Gratiet, Loïc Le, Iooss, Bertrand, Blatman, Géraud, Browne, Thomas, Cordeiro, Sara, Goursaud, Benjamin
The Probability Of Detection (POD) curve is a standard tool in several industries to evaluate the performance of Non Destructive Testing (NDT) procedures for the detection of harmful defects for the inspected structure. Due to new capabilities of NDT
Externí odkaz:
http://arxiv.org/abs/1601.05914
This paper deals with the optimization of industrial asset management strategies, whose profitability is characterized by the Net Present Value (NPV) indicator which is assessed by a Monte Carlo simulator. The developed method consists in building a
Externí odkaz:
http://arxiv.org/abs/1512.07060
ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs
Autor:
Chastaing, Gaëlle, Gratiet, Loic Le
Complex computer codes are widely used in science to model physical systems. Sensitivity analysis aims to measure the contributions of the inputs on the code output variability. An efficient tool to perform such analysis are the variance-based method
Externí odkaz:
http://arxiv.org/abs/1310.3578
Complex computer codes are widely used in science and engineering to model physical phenomena. Furthermore, it is common that they have a large number of input parameters. Global sensitivity analysis aims to identify those which have the most importa
Externí odkaz:
http://arxiv.org/abs/1307.2223
Autor:
Gratiet, Loic Le
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation. Global sensitivity analysis aims to identify the input parameters which have the mos
Externí odkaz:
http://arxiv.org/abs/1305.7406
Autor:
Gratiet, Loic Le, Cannamela, Claire
Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very common to sequentially add new simulations to obtain more accurate appro
Externí odkaz:
http://arxiv.org/abs/1210.6187
Autor:
Gratiet, Loic Le, Garnier, Josselin
This paper deals with the speed of convergence of the learning curve in a Gaussian process regression framework. The learning curve describes the average generalization error of the Gaussian process used for the regression. More specifically, it is d
Externí odkaz:
http://arxiv.org/abs/1210.2879
Autor:
Gratiet, Loic Le
In many practical cases, a sensitivity analysis or an optimization of a complex time consuming computer code requires to build a fast running approximation of it - also called surrogate model. We consider in this paper the problem of building a surro
Externí odkaz:
http://arxiv.org/abs/1210.0686
Autor:
Gratiet, Loic Le
Publikováno v:
Les 44 Journ\'ees de Statistique, Bruxelles : Belgium (2012)
Large computer codes are widely used in engineering to study physical systems. Nevertheless, simulations can sometimes be time-consuming. In this case, an approximation of the code input/output relation is made using a metamodel. Actually, a computer
Externí odkaz:
http://arxiv.org/abs/1205.6687