Olivier Roustant

According to our database1, Olivier Roustant authored at least 31 papers between 2008 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Spectral decomposition of H1(μ) and Poincaré inequality on a compact interval - Application to kernel quadrature.
J. Approx. Theory, 2024

2023
Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems.
J. Comput. Phys., December, 2023

2022
Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints.
SIAM J. Math. Data Sci., June, 2022

Revealing the interlevel dependence structure of categorical inputs in numerical environmental simulations with kernel model selection.
Environ. Model. Softw., 2022

A comparison of mixed-variables Bayesian optimization approaches.
Adv. Model. Simul. Eng. Sci., 2022

High-dimensional Additive Gaussian Processes under Monotonicity Constraints.
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.
Reliab. Eng. Syst. Saf., 2021

Global sensitivity analysis using derivative-based sparse Poincaré chaos expansions.
CoRR, 2021

2020
Group Kernels for Gaussian Process Metamodels with Categorical Inputs.
SIAM/ASA J. Uncertain. Quantification, 2020

On the choice of the low-dimensional domain for global optimization via random embeddings.
J. Glob. Optim., 2020

2019
Support indices: Measuring the effect of input variables over their supports.
Reliab. Eng. Syst. Saf., 2019

Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design.
SIAM/ASA J. Uncertain. Quantification, 2019

Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC.
CoRR, 2019

2018
Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints.
SIAM/ASA J. Uncertain. Quantification, 2018

2017
Computer experiments with functional inputs and scalar outputs by a norm-based approach.
Stat. Comput., 2017

Universal Prediction Distribution for Surrogate Models.
SIAM/ASA J. Uncertain. Quantification, 2017

2016
Polar Gaussian Processes and Experimental Designs in Circular Domains.
SIAM/ASA J. Uncertain. Quantification, 2016

2015
Sequential designs for sensitivity analysis of functional inputs in computer experiments.
Reliab. Eng. Syst. Saf., 2015

Robust Monitoring of an Industrial IT System in the Presence of Structural Change.
Qual. Reliab. Eng. Int., 2015

On the estimation of Pareto fronts from the point of view of copula theory.
Inf. Sci., 2015

Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations.
Eur. J. Oper. Res., 2015

A Warped Kernel Improving Robustness in Bayesian Optimization Via Random Embeddings.
Proceedings of the Learning and Intelligent Optimization - 9th International Conference, 2015

2014
Crossed-derivative based sensitivity measures for interaction screening.
Math. Comput. Simul., 2014

On ANOVA Decompositions of Kernels and Gaussian Random Field Paths.
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.
J. Multivar. Anal., 2013

Methods and applications for IT capacity decisions: Bringing management frameworks into practice.
J. Decis. Syst., 2013

2012
Data-driven Kriging models based on FANOVA-decomposition.
Stat. Comput., 2012

Couplage entre système de production industriel et technologies de l'information. Modélisation et création de connaissance.
Ingénierie des Systèmes d Inf., 2012

Information Technologies capacity planning in manufacturing systems: Proposition for a modelling process and application in the semiconductor industry.
Comput. Ind., 2012

2009
Calculations of Sobol indices for the Gaussian process metamodel.
Reliab. Eng. Syst. Saf., 2009

2008
A Radar-Shaped Statistic for Testing and Visualizing Uniformity Properties in Computer Experiments
CoRR, 2008


  Loading...