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相关论文: Screening and metamodeling of computer experiments…

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In the framework of risk assessment in nuclear accident analysis, best-estimatecomputer codes, associated to a probabilistic modeling of the uncertain input variables,are used to estimate safety margins. A first step in such uncertainty…

计算工程、金融与科学 · 计算机科学 2021-08-30 A. Marrel , Bertrand Iooss , V Chabridon

It is now common practice in nuclear engineering to base extensive studies on numerical computer models. These studies require to run computer codes in potentially thousands of numerical configurations and without expert individual controls…

统计计算 · 统计学 2015-11-11 François Bachoc , Jean-Marc Martinez , Karim Ammar

This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…

统计方法学 · 统计学 2025-04-22 Jingtao Zhang , Xi Chen

Complex computer codes, for instance simulating physical phenomena, are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this…

数值分析 · 数学 2011-04-22 Bertrand Iooss , Loïc Boussouf , Vincent Feuillard , Amandine Marrel

Dynamic simulators model systems evolving over time. Often, it operates iteratively over fixed number of time-steps. The output of such simulator can be considered as time series or discrete functional outputs. Metamodeling is an e ective…

应用统计 · 统计学 2013-04-04 Ekaterina Sergienko , Fabrice Gamboa , Daniel Busby

Numerical simulation codes are very common tools to study complex phenomena, but they are often time-consuming and considered as black boxes. For some statistical studies (e.g. asset management, sensitivity analysis) or optimization…

统计理论 · 数学 2017-08-14 Vincent Moutoussamy , Simon Nanty , Benoît Pauwels

In the framework of the estimation of safety margins in nuclear accident analysis, a quantitative assessment of the uncertainties tainting the results of computer simulations is essential. Accurate uncertainty propagation (estimation of…

应用统计 · 统计学 2019-01-01 Bertrand Iooss , Amandine Marrel

Engineers and computational scientists often study the behavior of their simulations by repeated solutions with variations in their parameters, which can be for instance boundary values or initial conditions. Through such simulation…

统计理论 · 数学 2020-02-27 Alejandro Ribes , Joachim Pouderoux , Bertrand Iooss

Simulation metamodeling refers to the construction of lower-fidelity models to represent input-output relations using few simulation runs. Stochastic kriging, which is based on Gaussian process, is a versatile and common technique for such…

统计方法学 · 统计学 2022-04-06 Henry Lam , Haofeng Zhang

Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these…

其他计算机科学 · 计算机科学 2017-02-03 Tom Van Steenkiste , Joachim van der Herten , Ivo Couckuyt , Tom Dhaene

Screening traditionally refers to the problem of detecting active inputs in the computer model. In this paper, we develop methodology that applies to screening, but the main focus is on detecting active inputs not in the computer model…

统计计算 · 统计学 2024-02-20 Pierre Barbillon , Anabel Forte , Rui Paulo

In nuclear engineering studies, uncertainty and sensitivity analyses of simulation computer codes can be faced to the complexity of the input and/or the output variables. If these variables represent a transient or a spatial phenomenon, the…

应用统计 · 统计学 2023-12-05 Anne-Laure Popelin , Bertrand Iooss

Hybrid simulation (HS) is a widely used structural testing method that combines a computational substructure with a numerical model for well-understood components and an experimental substructure for other parts of the structure that are…

机器学习 · 计算机科学 2020-04-07 Elif Ecem Bas , Mohamed A. Moustafa , David Feil-Seifer , Janelle Blankenburg

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

应用统计 · 统计学 2008-04-06 Amandine Marrel , Bertrand Iooss , Francois Van Dorpe , Elena Volkova

In this paper we propose a linear variable screening method for computer experiments when the number of input variables is larger than the number of runs. This method uses a linear model to model the nonlinear data, and screens the…

统计方法学 · 统计学 2020-06-16 Chunya Li , Daijun Chen , Shifeng Xiong

Heterogeneous computing is one of the most important computational solutions to meet rapidly increasing demands on system performance. It typically allows the main flow of applications to be executed on a CPU while the most computationally…

软件工程 · 计算机科学 2020-12-11 Hugo Andrade , Ola Benderius , Christian Berger , Ivica Crnkovic , Jan Bosch

Many computer vision algorithms depend on a variety of parameter choices and settings that are typically hand-tuned in the course of evaluating the algorithm. While such parameter tuning is often presented as being incidental to the…

计算机视觉与模式识别 · 计算机科学 2012-09-25 J. Bergstra , D. Yamins , D. D. Cox

The adoption of detailed mechanisms for chemical kinetics often poses two types of severe challenges: First, the number of degrees of freedom is large; and second, the dynamics is characterized by widely disparate time scales. As a result,…

Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…

统计方法学 · 统计学 2018-01-30 Tapabrata Maiti , Abolfazl Safikhani , Ping-Shou Zhong

A meta-model of the input-output data of a computationally expensive simulation is often employed for prediction, optimization, or sensitivity analysis purposes. Fitting is enabled by a designed experiment, and for computationally expensive…

统计方法学 · 统计学 2023-12-01 Andrew Gill , David J. Warne , Antony M. Overstall , Clare McGrory , James M. McGree
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