394 citations · 2.7k across the 50 of their papers we have counts for
12 papers · 1 filter
Surrogate modeling with functional nonlinear autoregressive models (F-NARX)
Styfen Schär, Stefano Marelli, Bruno Sudret
We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inp…
Uncertainty-aware multi-fidelity surrogate modeling with noisy data
Katerina Giannoukou, Stefano Marelli, Bruno Sudret
Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-…
Reliability analysis of arbitrary systems based on active learning and global sensitivity analysis
Maliki Moustapha, Pietro Parisi, Stefano Marelli +1
System reliability analysis aims at computing the probability of failure of an engineering system given a set of uncertain inputs and limit state functions. Active-learning solutio…
Multi-objective robust optimization using adaptive surrogate models for problems with mixed continuous-categorical parameters
M. Moustapha, A. Galimshina, G. Habert +1
Explicitly accounting for uncertainties is paramount to the safety of engineering structures. Optimization which is often carried out at the early stage of the structural design of…
Surrogate-assisted reliability-based design optimization: a survey and a new general framework
M. Moustapha, B. Sudret
Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of…
A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas
E. Torre, S. Marelli, P. Embrechts +1
Systems subject to uncertain inputs produce uncertain responses. Uncertainty quantification (UQ) deals with the estimation of statistics of the system response, given a computation…