1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.CO2026
A new gradient-free active subspace estimation method with application to rare event probability estimation
Valentin Breaz, Miguel Munoz Zuniga, Olivier Zahm +1
To reduce the cost of estimating the probability of a rare event involving a very large number of random parameters, we propose a new strategy for dimension reduction coupled with…
stat.CO2022★ 1 cited
Randomized Maximum Likelihood via High-Dimensional Bayesian Optimization
Valentin Breaz, Richard Wilkinson
Posterior sampling for high-dimensional Bayesian inverse problems is a common challenge in real-world applications. Randomized Maximum Likelihood (RML) is an optimization based met…