14 citations · 26 across the 4 of their papers we have counts for
5 papers
An information geometry approach for robustness analysis in uncertainty quantification of computer codes
Clement Gauchy, Jerome Stenger, Roman Sueur +1
Robustness analysis is an emerging field in the domain of uncertainty quantification. It consists of analysing the response of a computer model with uncertain inputs to the perturb…
Optimization Of Quasi-convex Function Over Product Measure Sets
Jerome Stenger, Fabrice Gamboa, Merlin Keller
We consider a generalization of the Bauer maximum principle. We work with tensorial products of convex measures sets, that are non necessarily compact but generated by their extrem…
Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments
Jerome Stenger, Fabrice Gamboa, Merlin Keller +1
We study an industrial computer code related to nuclear safety. A major topic of interest is to assess the uncertainties tainting the results of a computer simulation. In this work…
Optimal Uncertainty Quantification on moment class using canonical moments
Jerome Stenger, Fabrice Gamboa, Merlin Keller +1
We gain robustness on the quantification of a risk measurement by accounting for all sources of uncertainties tainting the inputs of a computer code. We evaluate the maximum quanti…
Conditional quantile sequential estimation for stochastic codes
Tatiana Labopin-Richard, Fabrice Gamboa, Aurélien Garivier +1
We propose and analyze an algorithm for the sequential estimation of a conditional quantile in the context of real stochastic codes with vectorvalued inputs. Our algorithm is based…