20 citations · 31 across the 3 of their papers we have counts for
4 papers
Sequential design of experiments to estimate a probability of exceeding a threshold in a multi-fidelity stochastic simulator
Rémi Stroh, Séverine Demeyer, Nicolas Fischer +2
In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. Th…
Gaussian process modeling for stochastic multi-fidelity simulators, with application to fire safety
Rémi Stroh, Julien Bect, Séverine Demeyer +2
To assess the possibility of evacuating a building in case of a fire, a standard method consists in simulating the propagation of fire, using finite difference methods and takes in…
Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure
Ling Li, Julien Bect, Emmanuel Vazquez
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. E…
Estimation of the volume of an excursion set of a Gaussian process using intrinsic Kriging
Emmanuel Vazquez, Miguel Piera Martinez
Assume that a Gaussian process is predicted from pointwise observations by intrinsic Kriging and that the volume of the excursion set of above a given threshold is…