Sequential Design of Multi-Fidelity Computer Experiments: Maximizing the Rate of Stepwise Uncertainty Reduction-Reference-Cited by-同舟云学术

Sequential Design of Multi-Fidelity Computer Experiments: Maximizing the Rate of Stepwise Uncertainty Reduction

Published:2021-07-12 Issue: Volume: Page:1-11
ISSN:0040-1706
Container-title:Technometrics
language:en
Short-container-title:Technometrics

Author:

Stroh Rémi¹^ORCID,Bect Julien²^ORCID,Demeyer Séverine¹^ORCID,Fischer Nicolas¹^ORCID,Marquis Damien³^ORCID,Vazquez Emmanuel²^ORCID

Affiliation:

1. Département Sciences des Données et Incertitudes;

2. Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des Signaux et Systèmes, Gif-sur-Yvette, France;

3. Département Comportement au Feu et Sécurité Incendie, Laboratoire National de Métrologie et d’Essais, Trappes, France

Funder

Association Nationale de la Recherche et de la Technologie

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00401706.2021.1935324

Reference61 articles.

1. Estimation of small failure probabilities in high dimensions by subset simulation

2. Adaptive Design of Experiments for Conservative Estimation of Excursion Sets

3. A supermartingale approach to Gaussian process based sequential design of experiments

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

5. Bect, J., Vazquez, E., et al. (2017), “STK: A Small (Matlab/Octave) Toolbox for Kriging,” Release 2.5. Available at http://kriging.sourceforge.net.

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