1 citations · 1 across the 4 of their papers we have counts for
4 papers
High-dimensional reliability-oriented Shapley effect estimation with Normalizing Flows
Lucas Monteiro, Jérôme Morio, Julien Demange-Chryst +1
This article presents a new estimation scheme for the reliability-oriented Shapley effects when there is a large number of correlated input variables in the model, using a unique s…
Variational autoencoder with weighted samples for high-dimensional non-parametric adaptive importance sampling
Julien Demange-Chryst, François Bachoc, Jérôme Morio +1
Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approxima…
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…