no code implementations • 2 Nov 2022 • Romain Ait Abdelmalek-Lomenech, Julien Bect, Vincent Chabridon, Emmanuel Vazquez
We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs.
no code implementations • 8 Jul 2022 • Bruno Barracosa, Julien Bect, Héloïse Dutrieux Baraffe, Juliette Morin, Josselin Fournel, Emmanuel Vazquez
This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate.
no code implementations • 7 Jun 2022 • Sébastien J Petit, Julien Bect, Emmanuel Vazquez
This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outside some ranges of interest: the mean of the predictive distributions no longer necessarily interpolates the observed values when they are outside ranges of interest, but are simply constrained to remain outside.
no code implementations • 13 Jul 2021 • Sébastien Petit, Julien Bect, Paul Feliot, Emmanuel Vazquez
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation.
1 code implementation • 24 Jan 2021 • Subhasish Basak, Sébastien Petit, Julien Bect, Emmanuel Vazquez
This article investigates the origin of numerical issues in maximum likelihood parameter estimation for Gaussian process (GP) interpolation and investigates simple but effective strategies for improving commonly used open-source software implementations.
no code implementations • 27 Jul 2020 • Rémi Stroh, Julien Bect, Séverine Demeyer, Nicolas Fischer, Damien Marquis, Emmanuel Vazquez
This article deals with the sequential design of experiments for (deterministic or stochastic) multi-fidelity numerical simulators, that is, simulators that offer control over the accuracy of simulation of the physical phenomenon or system under study.
no code implementations • 26 Feb 2020 • Sébastien Petit, Julien Bect, Sébastien da Veiga, Paul Feliot, Emmanuel Vazquez
We consider the problem of estimating the parameters of the covariance function of a Gaussian process by cross-validation.
no code implementations • 26 Jul 2017 • Rémi Stroh, Séverine Demeyer, Nicolas Fischer, Julien Bect, Emmanuel Vazquez
We consider a Bayesian estimator of the probability, together with an associated measure of uncertainty, and propose a new multi-fidelity sequential design strategy, called Maximum Speed of Uncertainty Reduction (MSUR), to select the value of physical inputs and the fidelity level of new simulations.
no code implementations • 2 Oct 2015 • Paul Feliot, Julien Bect, Emmanuel Vazquez
More specifically, an extended domination rule is used to handle objectives and constraints in a unified way, and a corresponding expected hyper-volume improvement sampling criterion is proposed.
no code implementations • 20 Aug 2014 • Emmanuel Vazquez, Julien Bect
In the special case of a one-step Bayes-optimal strategy, it leads to the classical Expected Improvement (EI) sampling criterion.