Bayesian sequential design of computer experiments for quantile set inversion
Author:
Affiliation:
1. Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des Signaux et Systèmes, 91190 Gif-sur-Yvette, France
2. EDF R&D, 6 Quai Watier, 78401 Chatou, France
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/00401706.2024.2394475
Reference33 articles.
1. Azzimonti D. D. Ginsbourger C. Chevalier J. Bect and Y. Richet (2021). Adaptive design of experiments for conservative estimation of excursion sets. Technometrics 63(1) 13–26.
2. Bect J. F. Bachoc and D. Ginsbourger (2019). A supermartingale approach to Gaussian process based sequential design of experiments. Bernoulli 25(4A) 2883–2919.
3. Bect J. D. Ginsbourger L. Li V. Picheny and E. Vazquez (2012). Sequential design of computer experiments for the estimation of a probability of failure. Statistics and Computing 22 773–793.
4. Bect J. E. Vazquez et al. (2023). STK: a Small (Matlab/Octave) Toolbox for Kriging. Release 2.8.1.
5. Bichon B. J. M. S. Eldred L. P. Swiler S. Mahadevan and J. M. McFarland (2008). Efficient global reliability analysis for nonlinear implicit performance functions. AIAA Journal 46(10) 2459–2468.
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