 |
ECOLE SUPÉRIEURE D'ÉLECTRICITÉ Une grande école d'ingénieurs au cœur des sciences de l'information,de l'énergie et des systèmes |
 |
Poster communications
Uncertainty quantification and reduction for the monotonicity properties of expensive-to-evaluate computer models
Abstract : We consider the problem of estimating monotonicity properties of a scalar-valued numerical model---e.g., a finite element model combined with some post-processing. Several quantitative monotonicity indicators are introduced. Since the evaluation of the numerical model is usually time-consuming, these indicators have to be estimated with a small budget of evaluations. We adopt a Bayesian approach, where the numerical model itself is modeled as a Gaussian process. First, estimation of the monotonicity indicators, and quantification of the uncertainty surrounding them, are carried out using conditional simulations of the Gaussian processes derivatives. Then, the Sequential Uncertainty Reduction principle is used to design a sequential design strategy, to get improved knowledge of the monotonicity properties of the model. The approach is illustrated with a numerical model of a passive component in a power plant
Cited literature [4 references]
https://hal-supelec.archives-ouvertes.fr/hal-01103724
Contributor : Alexandra Siebert Connect in order to contact the contributor
Submitted on : Friday, January 16, 2015 - 2:21:47 PM
Last modification on : Wednesday, June 9, 2021 - 11:54:04 AM
Long-term archiving on: : Friday, September 11, 2015 - 6:57:48 AM
Contributor : Alexandra Siebert Connect in order to contact the contributor
Submitted on : Friday, January 16, 2015 - 2:21:47 PM
Last modification on : Wednesday, June 9, 2021 - 11:54:04 AM
Long-term archiving on: : Friday, September 11, 2015 - 6:57:48 AM
File
poster.pdf
Files produced by the author(s)