activity
20172021
most citedBoosted optimal weighted least-squares

18 citations · 22 across the 6 of their papers we have counts for

collaborators

7 papers

math.OC2021★ 2 cited

A comparison of mixed-variables Bayesian optimization approaches

Jhouben Cuesta-Ramirez, Rodolphe Le Riche, Olivier Roustant +3

Most real optimization problems are defined over a mixed search space where the variables are both discrete and continuous. In engineering applications, the objective function is t…

physics.comp-ph2021

Bootstrapping time correlation functions of molecular dynamics

Desbiens N., Arnault P., Weens W. +2

Molecular dynamics is often considered as a numerical experiment. The error bars on the results are therefore mandatory, but sometimes difficult to determine and computationally de…

math.NA2021

Active learning of tree tensor networks using optimal least-squares

Cécile Haberstich, Anthony Nouy, Guillaume Perrin

In this paper, we propose new learning algorithms for approximating high-dimensional functions using tree tensor networks in a least-squares setting. Given a dimension tree or arch…

physics.comp-ph2021★ 2 cited

On the quantification of discretization uncertainty: comparison of two paradigms

Julien Bect, Souleymane Zio, Guillaume Perrin +2

Numerical models based on partial differential equations (PDE), or integro-differential equations, are ubiquitous in engineering and science, making it possible to understand or de…

math.NA2019★ 18 cited

Boosted optimal weighted least-squares

Cécile Haberstich, Anthony Nouy, Guillaume Perrin

This paper is concerned with the approximation of a function in a given approximation space of dimension from evaluations of the function at suitably chosen point…

math.ST2018

Group kernels for Gaussian process metamodels with categorical inputs

Olivier Roustant, Esperan Padonou, Yves Deville +4

Gaussian processes (GP) are widely used as a metamodel for emulating time-consuming computer codes. We focus on problems involving categorical inputs, with a potentially large numb…