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

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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Submitted on : Thursday, July 27, 2017 - 10:43:52 AM
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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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