Sequential design of computer experiments for the estimation of a probability of failure

Statistics and Computing

Volumn 22, Issue 3, 2012, Pages 773-793

  Bect, Julien ^a   Ginsbourger, David ^c   Li, Ling ^a   Picheny, Victor ^b   Vazquez, Emmanuel ^a  

^a SUPELEC   (France)

^b ECOLE CENTRALE PARIS   (France)

^c UNIVERSITY OF BERN   (Switzerland)

Author keywords

Computer experiments; Gaussian processes; Probability of failure; Sequential design; Stepwise uncertainty reduction

Indexed keywords

EID: 85028094963     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-011-9241-4     Document Type: Article

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