activity
20242026
most citedA survey on multi-fidelity surrogates for simulators with functional outputs: unified framework and benchmark

18 citations · 27 across the 8 of their papers we have counts for

collaborators

9 papers

math.DS2026

Probabilistic function-on-function nonlinear autoregressive model for emulation and reliability analysis of stochastic dynamical systems

Zhouzhou Song, Marcos A. Valdebenito, Styfen Schär +3

Constructing accurate and computationally efficient surrogate models (or emulators) for predicting dynamical system responses is critical in many engineering domains, yet remains c…

stat.ME2026

Conformal prediction for full and sparse polynomial chaos expansions

A. Hatstatt, X. Zhu, B. Sudret

Polynomial Chaos Expansions (PCEs) are widely recognized for their efficient computational performance in surrogate modeling. Yet, a robust framework to quantify local model errors…

math.ST2025

Gradient-enhanced global sensitivity analysis with Poincar{é} chaos expansions

O Roustant, N Lüthen, David Heredia +1

Spectral methods, also known as chaos expansions, are widely used in global sensitivity analysis (GSA), as they leverage orthogonal bases of L2 spaces to efficiently compute Sobol'…

stat.CO2025

Surrogate modeling for uncertainty quantification in nonlinear dynamics

S. Marelli, S. Schär, B. Sudret

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manu…

stat.CO2025★ 2 cited

mNARX+: A surrogate model for complex dynamical systems using manifold-NARX and automatic feature selection

S. Schär, S. Marelli, B. Sudret

We propose an automatic approach for manifold nonlinear autoregressive with exogenous inputs (mNARX) modeling that leverages the feature-based structure of functional-NARX (F-NARX)…

stat.ML2025

MF-GLaM: A multifidelity stochastic emulator using generalized lambda models

K. Giannoukou, X. Zhu, S. Marelli +1

Stochastic simulators exhibit intrinsic stochasticity due to unobservable, uncontrollable, or unmodeled input variables, resulting in random outputs even at fixed input conditions.…

stat.ME2025

AL-SPCE - Reliability analysis for nondeterministic models using stochastic polynomial chaos expansions and active learning

A. Pires, M. Moustapha, S. Marelli +1

Reliability analysis traditionally relies on deterministic simulators, where identical inputs yield identical outputs. However, many real-world systems exhibit stochastic behavior,…

stat.CO2024★ 7 cited

Reliability analysis for non-deterministic limit-states using stochastic emulators

Anderson V. Pires, Maliki Moustapha, Stefano Marelli +1

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this…

cs.CE2024★ 18 cited

A survey on multi-fidelity surrogates for simulators with functional outputs: unified framework and benchmark

Lucas Brunel, Mathieu Balesdent, Loïc Brevault +2

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional…