1 code implementation • 15 Jan 2024 • Edgar Jaber, Vincent Blot, Nicolas Brunel, Vincent Chabridon, Emmanuel Remy, Bertrand Iooss, Didier Lucor, Mathilde Mougeot, Alessandro Leite
Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications.
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.
1 code implementation • 20 Jan 2021 • Marouane Il Idrissi, Vincent Chabridon, Bertrand Iooss
This paper proposes new target sensitivity indices, based on the Shapley values and called "target Shapley effects", allowing for interpretable sensitivity measures under dependent inputs.
Statistics Theory Applications Methodology Statistics Theory