4 citations · 5 across the 6 of their papers we have counts for
6 papers
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
Julien Demange-Chryst, François Bachoc, Jérôme Morio
Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the…
Shapley effect estimation in reliability-oriented sensitivity analysis with correlated inputs by importance sampling
Julien Demange-Chryst, François Bachoc, Jérôme Morio
Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a…
Optimal projection to improve parametric importance sampling in high dimension
Maxime ElMasri, Jérôme Morio, Florian Simatos
In this paper we propose a dimension-reduction strategy in order to improve the performance of importance sampling in high dimension. The idea is to estimate variance terms in a sm…
Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation
Maxime El-Masri, Jérôme Morio, Florian Simatos
Rare event probability estimation is an important topic in reliability analysis. Stochastic methods, such as importance sampling, have been developed to estimate such probabilities…
Variance based sensitivity analysis for Monte Carlo and importance sampling reliability assessment with Gaussian processes
Morgane Menz, Sylvain Dubreuil, Jérôme Morio +3
Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the…
Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis
Pierre Derennes, Jerome Morio, Florian Simatos
In reliability-based design, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to…