activity
20082023
most citedControlled stratification for quantile estimation

57 citations · 80 across the 4 of their papers we have counts for

collaborators

5 papers

math.ST2023★ 9 cited

A Bayesian neural network approach to Multi-fidelity surrogate modelling

Baptiste Kerleguer, Claire Cannamela, Josselin Garnier

This paper deals with surrogate modelling of a computer code output in a hierarchical multi-fidelity context, i.e., when the output can be evaluated at different levels of accuracy…

physics.comp-ph2021★ 2 cited

On the quantification of discretization uncertainty: comparison of two paradigms

Julien Bect, Souleymane Zio, Guillaume Perrin +2

Numerical models based on partial differential equations (PDE), or integro-differential equations, are ubiquitous in engineering and science, making it possible to understand or de…

math.ST2013

A Bayesian approach for global sensitivity analysis of (multi-fidelity) computer codes

Loic Le Gratiet, Claire Cannamela, Bertrand Iooss

Complex computer codes are widely used in science and engineering to model physical phenomena. Furthermore, it is common that they have a large number of input parameters. Global s…

math.ST2012★ 12 cited

Kriging-based sequential design strategies using fast cross-validation techniques with extensions to multi-fidelity computer codes

Loic Le Gratiet, Claire Cannamela

Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very co…

stat.ME2008★ 57 cited

Controlled stratification for quantile estimation

Claire Cannamela, Josselin Garnier, Bertrand Iooss

In this paper we propose and discuss variance reduction techniques for the estimation of quantiles of the output of a complex model with random input parameters. These techniques a…