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Selecting the best input values for the purpose of fitting a metamodel to the response of a computer code presents several issues. Classical designs for physical experiments (DoE) have been developed to deal with noisy responses, while general space filling designs, though being usually...
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Bounding probabilities of rare events in the context of computer experiments is an important concern in reliability studies. These rare events depend on the output of a physical model with random input variables. Since the model is only known through an expensive black box function, standard...
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The present paper aims to analyse interregional freight transport movements in Europe in order to forecast spatio-temporal patterns of new transport economic scenarios. In view of the high dimension of our data-base on transport flows, two different approaches are compared, viz. the logit model...
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Quasi-regression is a method of Monte Carlo approximation useful for global sensitivity analysis. This paper presents a new version, incorporating shrinkage parameters of the type used in wavelet approximation. As an example application, a black box function from machine learning is analyzed....
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Several strategies relying on kriging have recently been proposed for adaptively estimating contour lines and excursion sets of functions under severely limited evaluation budget. The recently released R package KrigInv33URL: http://cran.r-project.org/web/packages/KrigInv/index.html. is...
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