3 papers
math.PR2019
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…
stat.ME2019
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…
math.ST2018
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…