24 citations · 59 across the 13 of their papers we have counts for
6 papers · 1 filter
Computer code validation via mixture model estimation
Negar Soleimani, Pierre Barbillon, Kaniav Kamary +1
When computer codes model complex physical systems, calibration alone is insufficient; one must also assess whether a discrepancy term is needed. In this paper, we study computer c…
Computer code validation via mixture model estimation
Kaniav Kamary, Merlin Keller, Pierre Barbillon +2
When computer codes are used for modeling complex physical systems, their unknown parameters are tuned by calibration techniques. A discrepancy function may be added to the compute…
Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments
Jerome Stenger, Fabrice Gamboa, Merlin Keller +1
We study an industrial computer code related to nuclear safety. A major topic of interest is to assess the uncertainties tainting the results of a computer simulation. In this work…
Bayesian prior elicitation and selection for extreme values
Nicolas Bousquet, Merlin Keller
A major issue of extreme value analysis is the determination of the shape parameter common to Generalized Extreme Value (GEV) and Generalized Pareto (GP) distributions, which d…
Bayesian model averaging via mixture model estimation
Merlin Keller, Kaniav Kamary
A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the…
Random threshold for linear model selection, revisited
Merlin Keller, Marc Lavielle
In [Lavielle and Ludena 07], a random thresholding metho d is intro duced to select the significant, or non null, mean terms among a collection of independent random variables, and…