3 papers
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'…
math.ST2022
Bayesian quadrature for with Poincaré inequality on a compact interval
Olivier Roustant, Nora Lüthen, Fabrice Gamboa
Motivated by uncertainty quantification of complex systems, we aim at finding quadrature formulas of the form where belongs to $…
stat.CO2020
Automatic selection of basis-adaptive sparse polynomial chaos expansions for engineering applications
Nora Lüthen, Stefano Marelli, Bruno Sudret
Sparse polynomial chaos expansions (PCE) are an efficient and widely used surrogate modeling method in uncertainty quantification for engineering problems with computationally expe…