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Sequential design of computer experiments for the estimation of a probability of failure

27 September 2010

Papers citing "Sequential design of computer experiments for the estimation of a probability of failure"

50 / 56 papers shown

Title
Fantasizing with Dual GPs in Bayesian Optimization and Active Learning Paul E. Chang Prakhar Verma S. T. John Victor Picheny Henry B. Moss Arno Solin GP 96 6 0 02 Nov 2022
Validation of Composite Systems by Discrepancy Propagation David Reeb Kanil Patel Karim Barsim Martin Schiegg S. Gerwinn 76 2 0 21 Oct 2022
Triangulation candidates for Bayesian optimization R. Gramacy Anna Sauer Nathan Wycoff 125 15 0 14 Dec 2021
Nearly Optimal Algorithms for Level Set Estimation Blake Mason Romain Camilleri Subhojyoti Mukherjee Kevin Jamieson Robert D. Nowak Lalit P. Jain 80 23 0 02 Nov 2021
Failure-averse Active Learning for Physics-constrained Systems Cheolhei Lee Xing Wang Jianguo Wu Xiaowei Yue AI4CE 77 7 0 27 Oct 2021
Adaptive Reliability Analysis for Multi-fidelity Models using a Collective Learning Strategy Chi Zhang Chaolin Song A. Shafieezadeh 57 24 0 21 Sep 2021
Uncertainty Quantification and Experimental Design for Large-Scale Linear Inverse Problems under Gaussian Process Priors Cédric Travelletti D. Ginsbourger N. Linde 68 4 0 08 Sep 2021
Entropy-based adaptive design for contour finding and estimating reliability D. Cole R. Gramacy James E. Warner Geoffrey F. Bomarito Patrick E. Leser W. Leser 81 20 0 24 May 2021
Bayesian Algorithm Execution: Estimating Computable Properties of Black-box Functions Using Mutual Information Willie Neiswanger Ke Alexander Wang Stefano Ermon MLAU 92 30 0 19 Apr 2021
Optimal sequential decision making with probabilistic digital twins C. Agrell Kristina Rognlien Dahl A. Hafver 48 8 0 12 Mar 2021
A sampling criterion for constrained Bayesian optimization with uncertainties M. R. E. Amri Rodolphe Le Riche C. Helbert Christophette Blanchet-Scalliet Sébastien Da Veiga 45 14 0 09 Mar 2021
Variance based sensitivity analysis for Monte Carlo and importance sampling reliability assessment with Gaussian processes Morgane Menz S. Dubreuil Jérome Morio C. Gogu N. Bartoli Marie Chiron 34 42 0 30 Nov 2020
Pathwise Conditioning of Gaussian Processes James T. Wilson Viacheslav Borovitskiy Alexander Terenin P. Mostowsky M. Deisenroth 107 61 0 08 Nov 2020
Simulation-based inference methods for particle physics Johann Brehmer Kyle Cranmer AI4CE 126 22 0 13 Oct 2020
Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs François Bachoc 54 13 0 15 Sep 2020
Sequential design of multi-fidelity computer experiments: maximizing the rate of stepwise uncertainty reduction Rémi Stroh Julien Bect S. Demeyer N. Fischer Damien Marquis E. Vázquez 33 13 0 27 Jul 2020
Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling T. Fossum Cédric Travelletti J. Eidsvik D. Ginsbourger K. Rajan 32 18 0 07 Jul 2020
Sequential Bayesian optimal experimental design for structural reliability analysis C. Agrell Kristina Rognlien Dahl 56 21 0 01 Jul 2020
Additive stacking for disaggregate electricity demand forecasting Christian Capezza B. Palumbo Y. Goude S. Wood Matteo Fasiolo AI4TS 85 7 0 20 May 2020
On Bayesian Search for the Feasible Space Under Computationally Expensive Constraints Alma A. M. Rahat M. Wood 16 2 0 23 Apr 2020
The ICSCREAM methodology: Identification of penalizing configurations in computer experiments using screening and metamodel -- Applications in thermal-hydraulics A. M. CEA-DES Bertrand Iooss V. Chabridon 59 17 0 08 Apr 2020
The frontier of simulation-based inference Kyle Cranmer Johann Brehmer Gilles Louppe AI4CE 266 857 0 04 Nov 2019
Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations Marko Jarvenpaa Michael U. Gutmann Aki Vehtari Pekka Marttinen 118 41 0 03 May 2019
Robust Super-Level Set Estimation using Gaussian Processes Andrea Zanette Junzi Zhang Mykel J. Kochenderfer 66 32 0 25 Nov 2018
User preferences in Bayesian multi-objective optimization: the expected weighted hypervolume improvement criterion Paul Feliot Julien Bect E. Vázquez 36 15 0 14 Sep 2018
Bayesian quadrature and energy minimization for space-filling design L. Pronzato A. Zhigljavsky 122 9 0 31 Aug 2018
Evaluating Gaussian Process Metamodels and Sequential Designs for Noisy Level Set Estimation Xiong Lyu M. Binois M. Ludkovski 59 24 0 18 Jul 2018
Probabilistic Bisection with Spatial Metamodels Sergio Rodríguez M. Ludkovski 26 2 0 30 Jun 2018
Contour location via entropy reduction leveraging multiple information sources A. Marques Rémi R. Lam Karen E. Willcox 56 32 0 19 May 2018
Sequential design of experiments to estimate a probability of exceeding a threshold in a multi-fidelity stochastic simulator Rémi Stroh S. Demeyer N. Fischer Julien Bect Emmanuel Vazquez Lne 18 6 0 26 Jul 2017
Structural reliability analysis for p-boxes using multi-level meta-models R. Schöbi Bruno Sudret 36 103 0 10 May 2017
Uncertainty and sensitivity analysis of functional risk curves based on Gaussian processes Bertrand Iooss Loic Le Gratiet 75 27 0 03 Apr 2017
Adaptive Design of Experiments for Conservative Estimation of Excursion Sets Dario Azzimonti D. Ginsbourger C. Chevalier Julien Bect Y. Richet 93 44 0 22 Nov 2016
A Bayesian optimization approach to find Nash equilibria Victor Picheny M. Binois A. Habbal 84 35 0 08 Nov 2016
A supermartingale approach to Gaussian process based sequential design of experiments Julien Bect François Bachoc D. Ginsbourger 111 78 0 03 Aug 2016
Metamodel-based sensitivity analysis: Polynomial chaos expansions and Gaussian processes Loic Le Gratiet S. Marelli Bruno Sudret 66 158 0 14 Jun 2016
An analytic comparison of regularization methods for Gaussian Processes Hossein Mohammadi Rodolphe Le Riche N. Durrande E. Touboul X. Bay 109 23 0 02 Feb 2016
Bayesian subset simulation Julien Bect Ling Li E. Vázquez 108 68 0 11 Jan 2016
Universal Prediction Distribution for Surrogate Models M. B. Salem O. Roustant Fabrice Gamboa Lionel Tomaso 19 38 0 23 Dec 2015
A Bayesian approach to constrained single- and multi-objective optimization Paul Feliot Julien Bect E. Vázquez 92 151 0 02 Oct 2015
Stochastic simulators based optimization by Gaussian process metamodels - Application to maintenance investments planning issues T. Browne Bertrand Iooss Loic Le Gratiet J. Lonchampt 67 24 0 13 Sep 2015
Gaussian process surrogates for failure detection: a Bayesian experimental design approach Hongqiao Wang Guang Lin Jinglai Li 48 38 0 11 Sep 2015
Sequential Design for Ranking Response Surfaces Ruimeng Hu M. Ludkovski 61 26 0 03 Sep 2015
Bayesian optimization for materials design P. Frazier Jialei Wang AI4CE 83 229 0 03 Jun 2015
Differentiating the multipoint Expected Improvement for optimal batch design Sébastien Marmin C. Chevalier D. Ginsbourger 112 52 0 18 Mar 2015
Adaptive numerical designs for the calibration of computer codes Guillaume Damblin P. Barbillon Merlin Keller A. Pasanisi E. Parent 67 27 0 25 Feb 2015
Polynomial-Chaos-based Kriging R. Schöbi Bruno Sudret J. Wiart 102 271 0 13 Feb 2015
Quantifying uncertainties on excursion sets under a Gaussian random field prior Dario Azzimonti Julien Bect C. Chevalier D. Ginsbourger 82 39 0 15 Jan 2015
A new integral loss function for Bayesian optimization E. Vázquez Julien Bect 57 3 0 20 Aug 2014
Sequential Design for Optimal Stopping Problems R. Gramacy M. Ludkovski 71 31 0 16 Sep 2013