Statistical inverse problems for non-Gaussian non-stationary stochastic processes defined by a set of realizations

Guillaume Perrin (1) , Denis Duhamel (2) , Christine Funfschilling (3) , N Ouhbi , Jean-Noël Roux , Christian Soize (4) , C Voivret

1 DAM/DIF - DAM Île-de-France
2 navier umr 8205 - Laboratoire Navier
3 SNCF : Innovation & Recherche
4 MSME - Laboratoire de Modélisation et Simulation Multi Echelle

Mots clés: Statistical inverse problem; uncertainty quantification; non-Gaussian stochatic process

Domaines: Sciences de l'ingénieur [physics]; Statistiques [math.ST]; Probabilités [math.PR]

Guillaume Perrin, Denis Duhamel, Christine Funfschilling, N Ouhbi, Jean-Noël Roux, et al.. Statistical inverse problems for non-Gaussian non-stationary stochastic processes defined by a set of realizations. Workshop "Propagation of Uncertainty", Institut Henti Poincaré, 2015, Paris, France, 2015, Paris, France. ⟨hal-01306386⟩