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Chevalier, Clément
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Chevalier, Clément
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clement.chevalier@unine.ch
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- PublicationMétadonnées seulementDesign of computer experiments using competing distances between set-value inputs(2016-11-1)
;Ginsbourger, David ;Baccou, Jean; Perales, Frédéric - PublicationMétadonnées seulementBayesian Adaptive Reconstruction of Profile Optima and Optimizers(2014)
;Ginsbourger, David ;Baccou, Jean; ;Perales, Frédéric ;Garland, NicolasMonerie, YannGiven a function depending both on decision parameters and nuisance variables, we consider the issue of estimating and quantifying uncertainty on profile optima and/or optimal points as functions of the nuisance variables. The proposed methods are based on interpolations of the objective function constructed from a finite set of evaluations. Here the functions of interest are reconstructed relying on a kriging model but also using Gaussian random field conditional simulations that allow a quantification of uncertainties in the Bayesian framework. Besides this, we introduce a variant of the expected improvement criterion, which proves efficient for adaptively learning the set of profile optima and optimizers. The results are illustrated with a toy example and through a physics case study on the optimal packing of polydisperse frictionless spheres.