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This article addresses the issue of kriging-based optimization of stochastic simulators. Many of these simulators depends on factors that tune the level of precision of the response, the gain in accuracy being at a price of computational time. The contribution of this work is two-fold: firstly, we propose a quantile-based criterion for the sequential choice(More)
Fast Parallel Kriging-Based Stepwise Uncertainty Reduction With Application to the Identification of an Excursion Set Clément Chevalier, David Ginsbourger, Julien Bect, Emmanuel Vazquez, Victor Picheny & Yann Richet a Institute of Mathematical Statistics and Actuarial Science University of Bern CH-3012 Bern, Switzerland (; ) b Department of Signal(More)
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