Séminaire de Probabilités et Statistique
Monday 12 October 2026 à 13:45 - UM, campus Triolet, bâtiment 9, salle 430 (4e étage)
Mickaël Binois (Inria Sophia Antipolis)
Handling noisy simulators with a focus on replicated evaluations
Many time-consuming simulators exhibit a complex noise structure that depends on the inputs. Advances in Gaussian process modeling with input-dependent noise, especially via replication (iid repetitions of the same experiment), allow efficient modeling with better uncertainty quantification on the predictions. We focus here on strategies for balancing replication, exploitation and exploration for various sequential design goals, possibly in parallel batches. These goals include global model accuracy, Bayesian optimization, contour finding, or dimension reduction. Illustrations on synthetic examples are provided, as well as results on applications such as in epidemiology.
Séminaire en salle 430, également retransmis sur zoom : https://umontpellier-fr.zoom.us/j/99660917688