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Stroh R, Bect J, Demeyer S, Fischer N, Marquis D, Vazquez E. Sequential Design of Multi-Fidelity Computer Experiments: Maximizing the Rate of Stepwise Uncertainty Reduction. Technometrics 2021. [DOI: 10.1080/00401706.2021.1935324] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
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Azzimonti D, Ginsbourger D, Chevalier C, Bect J, Richet Y. Adaptive Design of Experiments for Conservative Estimation of Excursion Sets. Technometrics 2019. [DOI: 10.1080/00401706.2019.1693427] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [What about the content of this article? (0)] [Affiliation(s)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
3
Bect J, Bachoc F, Ginsbourger D. A supermartingale approach to Gaussian process based sequential design of experiments. BERNOULLI 2019. [DOI: 10.3150/18-bej1074] [Citation(s) in RCA: 19] [Impact Index Per Article: 3.8] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Chevalier C, Bect J, Ginsbourger D, Vazquez E, Picheny V, Richet Y. Fast Parallel Kriging-Based Stepwise Uncertainty Reduction With Application to the Identification of an Excursion Set. Technometrics 2014. [DOI: 10.1080/00401706.2013.860918] [Citation(s) in RCA: 40] [Impact Index Per Article: 4.0] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
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Vazquez E, Bect J. Convergence properties of the expected improvement algorithm with fixed mean and covariance functions. J Stat Plan Inference 2010. [DOI: 10.1016/j.jspi.2010.04.018] [Citation(s) in RCA: 49] [Impact Index Per Article: 3.5] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
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Vazquez E, Bect J. A sequential Bayesian algorithm to estimate a probability of failure. ACTA ACUST UNITED AC 2009. [DOI: 10.3182/20090706-3-fr-2004.00090] [Citation(s) in RCA: 18] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
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