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8 papers · 1 filter
Multilevel Surrogate-based Control Variates
Mohamed Reda El Amri, Paul Mycek, Sophie Ricci +1
Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of a…
Kernel-based sensitivity analysis for (excursion) sets
Noé Fellmann, Christophette Blanchet-Scalliet, Céline Helbert +2
In this paper, we aim to perform sensitivity analysis of set-valued models and, in particular, to quantify the impact of uncertain inputs on feasible sets, which are key elements i…
Emulators for stochastic simulation codes
Vincent Moutoussamy, Simon Nanty, Benoît Pauwels
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. ass…
Global Sensitivity Analysis with Dependence Measures
Sébastien Da Veiga
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle…
Reliability sensitivity analysis based on probability distribution perturbation with application to CO2 storage
Ekaterina Sergienko, Paul Lemaître, Aurélie Arnaud +2
The objective of reliability sensitivity analysis is to determine input variables that mostly contribute to the variability of the failure probability. In this paper, we study a re…
Density modification based reliability sensitivity analysis
Paul Lemaître, Ekatarina Sergienko, Aurélie Arnaud +3
Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes…