An efficient methodology for the analysis and modeling of computer experiments with large number of inputs

Abstract : Complex computer codes are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this problem consists in replacing cpu-time expensive computer models by cpu inexpensive mathematical functions, called metamodels. For example, the Gaussian process (Gp) model has shown strong capabilities to solve practical problems , often involving several interlinked issues. However, in case of high dimensional experiments (with typically several tens of inputs), the Gp metamodel building process remains difficult, even unfeasible, and application of variable selection techniques cannot be avoided. In this paper, we present a general methodology allowing to build a Gp metamodel with large number of inputs in a very efficient manner. While our work focused on the Gp metamodel, its principles are fully generic and can be applied to any types of metamodel. The objective is twofold: estimating from a minimal number of computer experiments a highly predictive metamodel. This methodology is successfully applied on an industrial computer code.
Type de document :
Pré-publication, Document de travail
2017
Liste complète des métadonnées

Littérature citée [26 références]  Voir  Masquer  Télécharger

https://hal.inria.fr/hal-01511505
Contributeur : Bertrand Iooss <>
Soumis le : vendredi 21 avril 2017 - 10:43:33
Dernière modification le : vendredi 20 octobre 2017 - 01:17:51
Document(s) archivé(s) le : samedi 22 juillet 2017 - 12:34:57

Fichiers

uncecomp2017_VHAL.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-01511505, version 1
  • ARXIV : 1704.07090

Citation

Bertrand Iooss, Amandine Marrel. An efficient methodology for the analysis and modeling of computer experiments with large number of inputs. 2017. 〈hal-01511505〉

Partager

Métriques

Consultations de
la notice

97

Téléchargements du document

46