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04/18/2023
A probabilistic reduced basis method for parameter-dependent problems
Probabilistic variants of Model Order Reduction (MOR) methods have recen...
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03/31/2023
New estimation of Sobol' indices using kernels
In this work, we develop an approach mentioned by da Veiga and Gamboa in...
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06/22/2022
Variance-based global sensitivity analysis of numerical models using R
Sensitivity analysis plays an important role in the development of compu...
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02/15/2022
Exploiting deterministic algorithms to perform global sensitivity analysis for continuous-time Markov chain compartmental models with application to epidemiology
In this paper, we develop an approach of global sensitivity analysis for...
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02/20/2021
Nonlinear dimension reduction for surrogate modeling using gradient information
We introduce a method for the nonlinear dimension reduction of a high-di...
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07/30/2020
A PAC algorithm in relative precision for bandit problem with costly sampling
This paper considers the problem of maximizing an expectation function o...
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11/20/2018
