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Chevalier, Clément
Résultat de la recherche
Adaptive design of experiments for conservative estimation of excursion sets
2019, Azzimonti, Dario, Ginsbourger, David, Chevalier, Clément, Bect, Julien, Richet, Yann
Estimating and quantifying uncertainties on level sets using the vorob’ev expectation and deviation with gaussian process models
2013, Chevalier, Clément, Ginsbourger, David, Bect, Julien, Molchanov, Ilya
Several methods based on Kriging have recently been proposed for calculating a probability of failure involving costly-to-evaluate functions. A closely related problem is to estimate the set of inputs leading to a response exceeding a given threshold. Now, estimating such a level set—and not solely its volume—and quantifying uncertainties on it are not straightforward. Here we use notions from random set theory to obtain an estimate of the level set, together with a quantification of estimation uncertainty. We give explicit formulae in the Gaussian process set-up and provide a consistency result. We then illustrate how space-filling versus adaptive design strategies may sequentially reduce level set estimation uncertainty.
Quantifying uncertainties on excursion sets under a Gaussian random field prior
2016-8-2, Azzimonti, Dario, Bect, Julien, Chevalier, Clément, Ginsbourger, David
Fast parallel kriging-based stepwise uncertainty reduction with application to the identification of an excursion set
2014, Chevalier, Clément, Bect, Julien, Ginsbourger, David, Vazquez, Emmanuel, Picheny, Victor, Richet, Yann