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pro vyhledávání: '"Roustant, O"'
We generalize the additive constrained Gaussian process framework to handle interactions between input variables while enforcing monotonicity constraints everywhere on the input space. The block-additive structure of the model is particularly suitabl
Externí odkaz:
http://arxiv.org/abs/2407.13402
A scalable problem to benchmark robust multidisciplinary design optimization algorithms (RMDO) is proposed. This allows the user to choose the number of disciplines, the dimensions of the coupling and design variables and the extent of the feasible d
Externí odkaz:
http://arxiv.org/abs/2303.01371
Functional principal component analysis for global sensitivity analysis of model with spatial output
Autor:
Perrin, T. V. E., Roustant, O., Rohmer, J., Alata, O., Naulin, J. P., Idier, D., Pedreros, R., Moncoulon, D., Tinard, P.
Motivated by risk assessment of coastal flooding, we consider time-consuming simulators with a spatial output. The aim is to perform sensitivity analysis (SA), quantifying the influence of input parameters on the output. There are three main issues.
Externí odkaz:
http://arxiv.org/abs/2005.10285
The so-called polynomial chaos expansion is widely used in computer experiments. For example, it is a powerful tool to estimate Sobol' sensitivity indices. In this paper, we consider generalized chaos expansions built on general tensor Hilbert basis.
Externí odkaz:
http://arxiv.org/abs/1906.09883
Autor:
Roustant, O, Deville, Y
We consider the set Bp of parametric block correlation matrices with p blocks of various (and possibly different) sizes, whose diagonal blocks are compound symmetry (CS) correlation matrices and off-diagonal blocks are constant matrices. Such matrice
Externí odkaz:
http://arxiv.org/abs/1705.09793
Functional principal component analysis for global sensitivity analysis of model with spatial output
Autor:
Perrin, T.V.E., Roustant, O., Rohmer, J., Alata, O., Naulin, J.P., Idier, D., Pedreros, R., Moncoulon, D., Tinard, P.
Publikováno v:
In Reliability Engineering and System Safety July 2021 211
Publikováno v:
In Reliability Engineering and System Safety July 2019 187:17-27
Publikováno v:
In Reliability Engineering and System Safety February 2015 134:260-267
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Publikováno v:
In Journal of Multivariate Analysis March 2013 115:57-67