Estimating Percentiles of Uncertain Computer Code Outputs
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Cites work
Cited in
(23)- Conditional quantile sequential estimation for stochastic codes
- A new surrogate modeling technique combining Kriging and polynomial chaos expansions - application to uncertainty analysis in computational dosimetry
- Estimating percentiles in computer experiments: a comparison of sequential-adaptive designs and fixed designs
- Uncertainty quantification for approximate p-quantiles for physical models with stochastic inputs
- Contour location for reliability in airfoil simulation experiments using deep Gaussian processes
- Sequential design and spatial modeling for portfolio tail risk measurement
- Rare Event Estimation for Computer Models
- Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model
- Bounding rare event probabilities in computer experiments
- Kriging metamodeling in simulation: a review
- Output-Weighted Optimal Sampling for Bayesian Experimental Design and Uncertainty Quantification
- Nonparametric quantile estimation using importance sampling
- Bayesian Subset Simulation
- Structural dynamic analysis using Gaussian process emulators
- Sequential active learning of low-dimensional model representations for reliability analysis
- scientific article; zbMATH DE number 7306856 (Why is no real title available?)
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
- Controlled stratification for quantile estimation
- Sliced Rotated Sphere Packing Designs
- Efficient estimation of extreme quantiles using adaptive kriging and importance sampling
- Sequential design of computer experiments for the estimation of a probability of failure
- Solving an inverse problem for time-series-valued computer simulators via multiple contour estimation
- Noisy kriging-based optimization methods: a unified implementation within the DiceOptim package
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