output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2015 · stat.MEShow all

2 papers · 2 filters

stat.ME2015★ 8 cited

Stochastic simulators based optimization by Gaussian process metamodels -- Application to maintenance investments planning issues

Thomas Browne, Bertrand Iooss, Loïc Le Gratiet +2

This paper deals with the optimization of industrial asset management strategies, whose profitability is characterized by the Net Present Value (NPV) indicator which is assessed by…

stat.ME2015

An adaptive kriging method for solving nonlinear inverse statistical problems

Shuai Fu, Mathieu Couplet, Nicolas Bousquet

In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi…