Olivier Roustant

According to our database, Olivier Roustant authored at least 30 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems.

Iain Henderson, Pascal Noble, Olivier Roustant

J. Comput. Phys., December, 2023

2022

Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints.

François Bachoc, Andrés F. López-Lopera, Olivier Roustant

SIAM J. Math. Data Sci., June, 2022

Revealing the interlevel dependence structure of categorical inputs in numerical environmental simulations with kernel model selection.

Jérémy Rohmer, Olivier Roustant, Sophie Lecacheux, Jean-Charles Manceau

Environ. Model. Softw., 2022

A comparison of mixed-variables Bayesian optimization approaches.

Jhouben Cuesta-Ramirez, Rodolphe Le Riche, Olivier Roustant, Guillaume Perrin, Cédric Durantin, Alain Glière

Adv. Model. Simul. Eng. Sci., 2022

High-dimensional Additive Gaussian Processes under Monotonicity Constraints.

Andrés F. López-Lopera, François Bachoc, Olivier Roustant

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021

Functional principal component analysis for global sensitivity analysis of model with spatial output.

T. V. E. Perrin, Olivier Roustant, Jérémy Rohmer, Olivier Alata, J. P. Naulin, Déborah Idier, Rodrigo Pedreros, D. Moncoulon, P. Tinard

Reliab. Eng. Syst. Saf., 2021

Global sensitivity analysis using derivative-based sparse Poincaré chaos expansions.

Nora Lüthen, Olivier Roustant, Fabrice Gamboa, Bertrand Iooss, Stefano Marelli, Bruno Sudret

CoRR, 2021

2020

Group Kernels for Gaussian Process Metamodels with Categorical Inputs.

Olivier Roustant, Esperan Padonou, Yves Deville, Aloïs Clément, Guillaume Perrin, Jean Giorla, Henry P. Wynn

SIAM/ASA J. Uncertain. Quantification, 2020

On the choice of the low-dimensional domain for global optimization via random embeddings.

Mickaël Binois, David Ginsbourger, Olivier Roustant

J. Glob. Optim., 2020

2019

Support indices: Measuring the effect of input variables over their supports.

Jana Fruth, Olivier Roustant, Sonja Kuhnt

Reliab. Eng. Syst. Saf., 2019

Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design.

Malek Ben Salem, François Bachoc, Olivier Roustant, Fabrice Gamboa, Lionel Tomaso

SIAM/ASA J. Uncertain. Quantification, 2019

Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC.

Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant

CoRR, 2019

2018

Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints.

Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant

SIAM/ASA J. Uncertain. Quantification, 2018

2017

Computer experiments with functional inputs and scalar outputs by a norm-based approach.

Thomas Mühlenstädt, Jana Fruth, Olivier Roustant

Stat. Comput., 2017

Universal Prediction Distribution for Surrogate Models.

Malek Ben Salem, Olivier Roustant, Fabrice Gamboa, Lionel Tomaso

SIAM/ASA J. Uncertain. Quantification, 2017

2016

Polar Gaussian Processes and Experimental Designs in Circular Domains.

Esperan Padonou, Olivier Roustant

SIAM/ASA J. Uncertain. Quantification, 2016

2015

Sequential designs for sensitivity analysis of functional inputs in computer experiments.

Jana Fruth, Olivier Roustant, Sonja Kuhnt

Reliab. Eng. Syst. Saf., 2015

Robust Monitoring of an Industrial IT System in the Presence of Structural Change.

Esperan Padonou, Olivier Roustant, Michel Lutz

Qual. Reliab. Eng. Int., 2015

On the estimation of Pareto fronts from the point of view of copula theory.

Mickaël Binois, Didier Rullière, Olivier Roustant

Inf. Sci., 2015

Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations.

Mickaël Binois, David Ginsbourger, Olivier Roustant

Eur. J. Oper. Res., 2015

A Warped Kernel Improving Robustness in Bayesian Optimization Via Random Embeddings.

Mickaël Binois, David Ginsbourger, Olivier Roustant

Proceedings of the Learning and Intelligent Optimization - 9th International Conference, 2015

2014

Crossed-derivative based sensitivity measures for interaction screening.

Olivier Roustant, Jana Fruth, Bertrand Iooss, Sonja Kuhnt

Math. Comput. Simul., 2014

On ANOVA Decompositions of Kernels and Gaussian Random Field Paths.

David Ginsbourger, Olivier Roustant, Dominic Schuhmacher, Nicolas Durrande, Nicolas Lenz

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2013

ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis.

Nicolas Durrande, David Ginsbourger, Olivier Roustant, Laurent Carraro

J. Multivar. Anal., 2013

Methods and applications for IT capacity decisions: Bringing management frameworks into practice.

Michel Lutz, Xavier Boucher, Olivier Roustant

J. Decis. Syst., 2013

2012

Data-driven Kriging models based on FANOVA-decomposition.

Thomas Mühlenstädt, Olivier Roustant, Laurent Carraro, Sonja Kuhnt

Stat. Comput., 2012

Couplage entre système de production industriel et technologies de l'information. Modélisation et création de connaissance.

Michel Lutz, Xavier Boucher, Olivier Roustant, M. Girard

Ingénierie des Systèmes d Inf., 2012

Information Technologies capacity planning in manufacturing systems: Proposition for a modelling process and application in the semiconductor industry.

Michel Lutz, Xavier Boucher, Olivier Roustant

Comput. Ind., 2012

2009

Calculations of Sobol indices for the Gaussian process metamodel.

Amandine Marrel, Bertrand Iooss, Béatrice Laurent, Olivier Roustant

Reliab. Eng. Syst. Saf., 2009

2008

A Radar-Shaped Statistic for Testing and Visualizing Uniformity Properties in Computer Experiments

Jessica Franco, Laurent Carraro, Olivier Roustant, Astrid Jourdan

CoRR, 2008