most citedEstimating a probability of failure with the convex order in computer experiments

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2021

Recursive Estimation of a Failure Probability for a Lipschitz Function

Lucie Bernard, Albert Cohen, Arnaud Guyader +1

Let g : = [0, 1] d R denote a Lipschitz function that can be evaluated at each point, but at the price of a heavy computational time. Let X stand for a random var…

math.ST2019★ 1 cited

Estimating a probability of failure with the convex order in computer experiments

Lucie Bernard, Philippe Leduc

This paper deals with the estimation of a failure probability of an industrial product. To be more specific, it is defined as the probability that the output of a physical model, w…