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Quantile-based optimization of Noisy Computer Experiments with Tunable Precision
This article addresses the issue of kriging-based optimization of stochastic simulators. Many of these simulators depend on factors that tune the level of precision of... -
Asymptotic normality of a Sobol index estimator in Gaussian process regressio...
Stochastic simulators such as Monte-Carlo estimators are widely used in science and engineering to study physical systems through their probabilistic representation....
