4 papers
Control variates for variance-reduced ratio of means estimators
Louison Bocquet-Nouaille, Jérôme Morio, Benjamin Bobbia
The control variates method is a classical variance reduction technique for Monte Carlo estimators that exploits correlated auxiliary variables without introducing bias. In many ap…
Efficient Estimation of A-basis and B-Basis Value under Epistemic Uncertainty using Importance Sampling and Control Variates
Elton Donfack-Siewe, Jérôme Morio, Sylvain Dubreuil +2
In aerospace certification and other safety-critical domains, conservative quantile estimation such as A- and B-basis values is essential to guarantee reliability. While these metr…
Stochastic Modeling of Composite Interfaces: Sensitivity to Spatial Correlation and Bayesian Identification from Standard Fracture Tests
Elton Donfack-Siewe, Sylvain Dubreuil, Christian Fagiano +2
To enable a numerical handling of uncertainties in composite structures, this work presents a stochastic finite-element framework aimed at improving the reliability assessment of a…
Variance-reduced extreme value index estimators using control variates in a semi-supervised setting
Louison Bocquet-Nouaille, Jérôme Morio, Benjamin Bobbia
The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propo…