Clémentine Prieur
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View article: An extension of Sellke construction and uncertainty quantification for non-Markovian epidemic models
An extension of Sellke construction and uncertainty quantification for non-Markovian epidemic models Open
Several major epidemic events over the past two decades have highlighted the importance of developing and studying non-Markovian compartmental models. Sellke (1983) introduced an ingenious construction for the SIR epidemic process to study…
View article: An integro–ODE–PDE model for Covid-19 pandemic with vaccination and loss of immunity: well-posedness, RBF-FD numerical scheme and simulation
An integro–ODE–PDE model for Covid-19 pandemic with vaccination and loss of immunity: well-posedness, RBF-FD numerical scheme and simulation Open
During an epidemic, the way individuals spread the infection can vary depending on the number of days they have been infected. Vaccination is a key factor in the control of the transmission of the pathogen. We propose an SIR-like model to …
View article: Mollified Active Subspace
Mollified Active Subspace Open
High-dimensional computational models are often expensive to evaluate, making surrogate modeling a critical tool for efficient analysis. Furthermore, constructing accurate surrogates in the small-sample regime remains a major challenge due…
View article: About hypoelliptic SDE equations with boundary conditions
About hypoelliptic SDE equations with boundary conditions Open
In this paper, we are interested in Langevin dynamics on a bounded domain, with specular reflection at the boundary. We provide an explicit construction of the associated diffusion process and identify its infinitesimal generator. We then …
View article: Active learning strategies for the estimation of a feasible set defined from a vector output black-box simulator
Active learning strategies for the estimation of a feasible set defined from a vector output black-box simulator Open
Many industrial problems require the use of black-box numerical simulators, for which it is essential to determine the set of so-called feasible input parameters. A set of parameters is feasible if the output of the code on these parameter…
View article: Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology
Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology Open
View article: Quantile oriented sensitivity analysis with random forest based on pinball loss
Quantile oriented sensitivity analysis with random forest based on pinball loss Open
Global Sensitivity Analysis (GSA) is an important tool to better understand the behavior of black box models. Among the numerous methods for GSA, variance-based approaches have received much attention.Only a few papers focus on Quantile Or…
View article: Design of experiments for computer code calibration
Design of experiments for computer code calibration Open
In this work, we address the problem of Bayesian calibration of an expensive computer code, assumed to be without model discrepancy. In a calibration process involving costly physical measurement acquisition and high computational time of …
View article: Optimal Design of Physical and Numerical Experiments for Computer Code Calibration
Optimal Design of Physical and Numerical Experiments for Computer Code Calibration Open
View article: A probabilistic reduced basis method for parameter-dependent problems
A probabilistic reduced basis method for parameter-dependent problems Open
View article: Total effects with constrained features
Total effects with constrained features Open
Recent studies have emphasized the connection between machine learning feature importance measures and total order sensitivity indices (total effects, henceforth). Feature correlations and the need to avoid unrestricted permutations make t…
View article: Activity report ciroquo research & industry consortium
Activity report ciroquo research & industry consortium Open
This project emulated the major scientific challenges of the discipline, such as code transposition/calibration/validation, modeling of complex environments and stochastic codes. In each of these scientific fields, particular attention has…
View article: Diffeomorphism-based feature learning using Poincaré inequalities on augmented input space
Diffeomorphism-based feature learning using Poincaré inequalities on augmented input space Open
We propose a gradient-enhanced algorithm for high-dimensional function approximation. The algorithm proceeds in two steps: firstly, we reduce the input dimension by learning the relevant input features from gradient evaluations, and second…
View article: Goal oriented random forest (GORF)
Goal oriented random forest (GORF) Open
International audience
View article: Hommage à Elisabeta Vergu
Hommage à Elisabeta Vergu Open
View article: Feasible set estimation under functional uncertainty by Gaussian Process modelling
Feasible set estimation under functional uncertainty by Gaussian Process modelling Open
View article: Une version SUR du critère de Bichon pour l'estimation d'un ensemble d'excursion
Une version SUR du critère de Bichon pour l'estimation d'un ensemble d'excursion Open
View article: Sensitivity analysis from a single input/output sample
Sensitivity analysis from a single input/output sample Open
The main objective of this paper is to estimate optimally Sobol' indices at any order when a unique input/output i.i.d.\ sample is available. Our approach stands on three main ingredients: semi-parametric estimation theory, high-order kern…
View article: A probabilistic point of view for the Kolmogorov hypoelliptic equations
A probabilistic point of view for the Kolmogorov hypoelliptic equations Open
In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman–Kac formula. We first explain how the Feynman–Kac formula can be used to compute the fundamental solution to parabolic e…
View article: Wind turbine quantification and reduction of uncertainties based on a data-driven data assimilation approach
Wind turbine quantification and reduction of uncertainties based on a data-driven data assimilation approach Open
In this paper, we propose a procedure for quantifying and reducing uncertainties that impact numerical simulations involved in the estimation of the fatigue of a wind turbine structure. The present study generalizes a previous work carried…
View article: Variance-based global sensitivity analysis of numerical models using R
Variance-based global sensitivity analysis of numerical models using R Open
Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model output variability. This report investigates different aspects…
View article: A PAC algorithm in relative precision for bandit problem with costly sampling
A PAC algorithm in relative precision for bandit problem with costly sampling Open
View article: Improved Regional Frequency Analysis of rainfall data
Improved Regional Frequency Analysis of rainfall data Open
View article: Spatialized epidemiological forecasting applied to Covid-19 pandemic at departmental scale in France
Spatialized epidemiological forecasting applied to Covid-19 pandemic at departmental scale in France Open
View article: Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology
Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology Open
In this paper we apply a methodology introduced in Navarro Jimenez et al (2016) in the framework of chemical reaction networks to perform a global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epi…
View article: A probabilistic point of view for the Kolmogorov hypoelliptic equations
A probabilistic point of view for the Kolmogorov hypoelliptic equations Open
In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman-Kac formula. We first explain how the Feynman-Kac formula can be used to compute the fundamental solution to parabolic e…
View article: A probabilistic point of view for the exact or approximated computation of the solution to Kolmogorov hypoelliptic equations
A probabilistic point of view for the exact or approximated computation of the solution to Kolmogorov hypoelliptic equations Open
In this work, we propose a method for solving Kolmogorov hypoelliptic\nequations based on Fourier transform and Feynman-Kac formula. We first explain\nhow the Feynman-Kac formula can be used to compute the fundamental solution to\nparaboli…
View article: Chair in applied mathematics OQUAIDO Activity report
Chair in applied mathematics OQUAIDO Activity report Open
The research Chair OQUAIDO - for "Optimisation et QUAntification d'Incertitudes pour les Données Onéreuses" in French - gathers academic and technological research partners to work on statistical learning problems involving scarce and erro…
View article: Global sensitivity analysis for models described by continuous time Markov chains withapplication to epidemic models
Global sensitivity analysis for models described by continuous time Markov chains withapplication to epidemic models Open
Held online because of the Covid pandemic
View article: Un Institut Environnement - Société à l’UGAVers une pérennisation de la dynamique impulsée autour des études des trajectoires des socio-écosystèmes dans un contexte d’évolution climatique
Un Institut Environnement - Société à l’UGAVers une pérennisation de la dynamique impulsée autour des études des trajectoires des socio-écosystèmes dans un contexte d’évolution climatique Open
Un Institut Environnement-Société à l'UGA Vers une pérennisation de la dynamique impulsée autour des études des trajectoires des socio-écosystèmes dans un contexte d'évolution climatique Document co-écrit par les membres du Comité de Pilot…