Search Results for author: Nicolas Fischer

Found 2 papers, 0 papers with code

Sequential design of multi-fidelity computer experiments: maximizing the rate of stepwise uncertainty reduction

no code implementations27 Jul 2020 Rémi Stroh, Julien Bect, Séverine Demeyer, Nicolas Fischer, Damien Marquis, Emmanuel Vazquez

This article deals with the sequential design of experiments for (deterministic or stochastic) multi-fidelity numerical simulators, that is, simulators that offer control over the accuracy of simulation of the physical phenomenon or system under study.

Sequential design of experiments to estimate a probability of exceeding a threshold in a multi-fidelity stochastic simulator

no code implementations26 Jul 2017 Rémi Stroh, Séverine Demeyer, Nicolas Fischer, Julien Bect, Emmanuel Vazquez

We consider a Bayesian estimator of the probability, together with an associated measure of uncertainty, and propose a new multi-fidelity sequential design strategy, called Maximum Speed of Uncertainty Reduction (MSUR), to select the value of physical inputs and the fidelity level of new simulations.

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