324 citations · 484 across the 31 of their papers we have counts for
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stat.ME2016★ 25 cited
Adaptive Design of Experiments for Conservative Estimation of Excursion Sets
Dario Azzimonti, David Ginsbourger, Clément Chevalier +2
We consider the problem of estimating the set of all inputs that leads a system to some particular behavior. The system is modeled by an expensive-to-evaluate function, such as a c…
stat.ME2016★ 22 cited
Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation
Dario Azzimonti, David Ginsbourger
The computation of Gaussian orthant probabilities has been extensively studied for low-dimensional vectors. Here, we focus on the high-dimensional case and we present a two-step pr…