In this experiment, we follow the common practice of re-estimating the parameters of the covariance function during the sequential strategy, but only once every ...

Apr 21, 2011 · This paper deals with the problem of estimating the volume of the excursion set of a function f:ℝ d →ℝ above a given threshold, under a p.

Sep 27, 2010 · In the industrial world, this corresponds to the problem of estimating a probability of failure of a system. When only an expensive-to-simulate ...

SUR (stepwise uncertainty reduction) strategies are derived from a Bayesian formulation of the problem of estimating a probability of failure of a function ...

2. J. Bect, D. Ginsbourger, L. Li, V. Picheny, and E. Vazquez, Sequential design of computer experiments for the estimation of a probability of failure, Stat.

This thesis deals with the problem of estimating the probability of failure of a system from computer simulations. When only an expensive-to-simulate model of

This paper deals with the problem of estimating the volume of the excursion set of a function f : Rd → R above a given threshold, under a probability ...

Dec 14, 2012 · This thesis deals with the problem of estimating the probability of failure of a system from computer simulations.

We present a sequential design strategy for efficient sampling of model functions during the solution of Bayesian inverse problems. The model function is ...

• The sequential design scheme is not restricted to only GP model ... (2008) – for estimating probability of failure. = − ... (particularly in GP model without ...