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Sequential design of experiment on a stochastic multi-fidelity simulator to estimate a probability of exceeding a threshold

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Abstract

We propose a method for the sequential design of multi-fidelity computer experiments, in order to estimate a probability of exceeding a threshold. The methodology is illustrated on a fire safety case study, where the goal is to assess the conformity of a building.
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Dates and versions

hal-01569604 , version 1 (27-07-2017)

Identifiers

  • HAL Id : hal-01569604 , version 1

Cite

Rémi Stroh, Julien Bect, Emmanuel Vazquez, Séverine Demeyer, Nicolas Fischer. Sequential design of experiment on a stochastic multi-fidelity simulator to estimate a probability of exceeding a threshold. Journées annuelles du GdR MASCOT NUM (MASCOT NUM 2017), Mar 2017, Paris, France. ⟨hal-01569604⟩
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