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 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.