The Geometry of Random Fields, 1981. ,
Level Sets and Extrema of Random Processes and Fields, 2009. ,
Adaptive design of experiments for conservative estimation of excursion sets, ArXiv preprint, 2018. ,
URL : https://hal.archives-ouvertes.fr/hal-01379642
A framework for validation of computer models, 2012. ,
Sequential design of computer experiments for the estimation of a probability of failure, Statistics and Computing, vol.22, issue.3, pp.773-793, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-00689580
Bayesian subset simulation, SIAM/ASA Journal on Uncertainty Quantification, vol.5, issue.1, pp.762-786, 2017. ,
URL : https://hal.archives-ouvertes.fr/hal-01253706
, Convergence of Probability Measures, 1999.
Uncertainty Quantification on Pareto Fronts and High-Dimensional Strategies in Bayesian Optimization, with Applications in Multi-Objective Automotive Design, 2015. ,
URL : https://hal.archives-ouvertes.fr/tel-01310521
Gaussian Measures, 1998. ,
, Functional Analysis, Sobolev Spaces and Partial Differential Equations, 2010.
Convergence rates of efficient global optimization algorithms, Journal of Machine Learning Research, vol.12, pp.2879-2904, 2011. ,
Fast Uncertainty Reduction Strategies Relying on Gaussian Process Models, 2013. ,
URL : https://hal.archives-ouvertes.fr/tel-00879082
Fast parallel kriging-based stepwise uncertainty reduction with application to the identification of an excursion set, Technometrics, vol.56, issue.4, pp.455-465, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-00641108
Active learning with statistical models, Journal of Artificial Intelligence Research, vol.4, pp.129-145, 1996. ,
Elements of Information Theory, 1991. ,
Statistics for Spatial Data, 1993. ,
Uncertainty, information, and sequential experiments, The Annals of Mathematical Statistics, vol.33, issue.2, pp.404-419, 1962. ,
Concepts of information based on utility, Recent Developments in the Foundations of Utility and Risk Theory, pp.265-275, 1986. ,
Changes in utility as information, Theory and Decision, vol.17, issue.3, pp.287-303, 1994. ,
Bayesian numerical analysis. Statistical Decision Theory and Related Topics IV, vol.1, pp.163-175, 1988. ,
Single-and multiobjective optimization assisted by Gaussian random field metamodels, IEEE Transactions on Evolutionary Computation, vol.10, issue.4, 2006. ,
A Bayesian approach to constrained single-and multi-objective optimization, Journal of Global Optimization, vol.67, issue.1, pp.97-133, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01207679
Engineering Design via Surrogate Modelling: a Practical Guide, 2008. ,
Knowledge-Gradient Methods for Statistical Learning, 2009. ,
A knowledge-gradient policy for sequential information collection, SIAM Journal on Control and Optimization, vol.47, issue.5, pp.2410-2439, 2008. ,
The knowledge-gradient policy for correlated normal beliefs, INFORMS Journal on Computing, vol.21, issue.4, pp.599-613, 2009. ,
An active testing model for tracking roads in satellite images, IEEE Transactions on Pattern Analysis and Machine Intelligence, vol.18, issue.1, pp.1-14, 1996. ,
URL : https://hal.archives-ouvertes.fr/inria-00073935
Bayesian adaptive reconstruction of profile optima and optimizers, SIAM/ASA Journal on Uncertainty Quantification, vol.2, issue.1, pp.490-510, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-00920154
On degeneracy and invariances of random fields paths with applications in Gaussian process modelling, Journal of Statistical Planning and Inference, vol.170, pp.117-128, 2016. ,
URL : https://hal.archives-ouvertes.fr/emse-01222506
Modeling an augmented Lagrangian for blackbox constrained optimization, Technometrics, vol.58, issue.1, pp.1-11, 2016. ,
Regret bounds for Gaussian process bandit problems, International Conference on Artificial Intelligence and Statistics, 2010. ,
Learning functions and approximate Bayesian computation design, ABCD. Entropy, vol.16, issue.8, pp.4353-4374, 2014. ,
Probabilistic numerics and uncertainty in computations, Proceedings of the Royal Society A, vol.471, 2015. ,
Gaussian Random Processes, 1978. ,
An information theory approach to diagnosis, Proceedings of the 6th Symposium on Reliability and Quality Control, pp.102-109, 1960. ,
Efficient global optimization of expensive black box functions, Journal of Global Optimization, vol.13, pp.455-492, 1998. ,
Foundations of Modern Probability, 2002. ,
Efficient and unbiased modifications of the quest threshold method: theory, simulations, experimental evaluation and practical implementation, Vision Research, vol.34, issue.7, pp.885-912, 1994. ,
Estimating functions evaluated by simulation: A Bayesian/analytic approach, Annals of Applied Probability, vol.8, issue.4, pp.1184-1215, 1998. ,
Probability in Banach Spaces: Isoperimetry and Processes, 2013. ,
Stochastic processes with sample paths in reproducing kernel Hilbert spaces, Transactions of the American Mathematical Society, vol.353, issue.10, pp.3945-3969, 2001. ,
Information-based objective functions for active data selection, Neural Computation, vol.4, issue.4, pp.590-604, 1992. ,
The application of Bayesian methods for seeking the extremum, Towards Global Optimization, vol.2, pp.117-129, 1978. ,
Theory of Random Sets, 2006. ,
Mastermind as a test-bed for search algorithms, Chance, vol.6, issue.1, pp.31-37, 1993. ,
Bayes-Hermite quadrature, Journal of Statistical Planning and Inference, vol.29, issue.3, pp.245-260, 1991. ,
Jensen's inequality for a convex vector-valued function on an infinitedimensional space, Journal of Multivariate Analysis, vol.4, issue.1, pp.52-65, 1974. ,
A stepwise uncertainty reduction approach to constrained global optimization, Proceedings of the 17 th International Conference on Artificial Intelligence and Statistics (AISTATS), 2014. ,
Adaptive designs of experiments for accurate approximation of target regions, Journal of Mechanical Design, issue.7, p.132, 2010. ,
Sequential experiment design for contour estimation from complex computer codes, Technometrics, vol.50, issue.4, pp.527-541, 2008. ,
Average-Case Analysis of Numerical Problems, Lecture Notes in Mathematics, vol.1733, 2000. ,
Design and analysis of computer experiments, Statistical Science, vol.4, pp.409-423, 1989. ,
The Design and Analysis of Computer Experiments, 2003. ,
A note on the measurability of the pseudo-inverse, Journal of Econometrics, vol.1, issue.3, pp.313-314, 1973. ,
The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression, SIAM Journal on Optimization, vol.21, p.996, 2011. ,
Taking the human out of the loop: A review of Bayesian optimization, Proceedings of the IEEE, vol.104, issue.1, pp.148-175, 2016. ,
Information-theoretic regret bounds for Gaussian process optimization in the bandit setting, IEEE Transactions on Information Theory, vol.58, pp.3250-3265, 2012. ,
Interpolation of Spatial Data: Some Theory for Kriging, 1999. ,
Probability Theory: An Analytic View, 2010. ,
Probability Distributions on Banach Spaces, vol.14, 1987. ,
Reproducing kernel Hilbert spaces of Gaussian priors, Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh, pp.200-222, 2008. ,
A sequential Bayesian algorithm to estimate a probability of failure, 15th IFAC Symposium on System Identification, 2009. ,
URL : https://hal.archives-ouvertes.fr/hal-00368158
Convergence properties of the expected improvement algorithm with fixed mean and covariance functions, Journal of Statistical Planning and Inference, vol.140, issue.11, pp.3088-3095, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00217562
Pointwise consistency of the kriging predictor with known mean and covariance functions, mODa 9-Advances in Model-Oriented Design and Analysis, pp.221-228, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00440827
Sequential search based on kriging: convergence analysis of some algorithms, Bulletin of the ISI 58th World Statistics Congress of the International Statistical Institute, 2011. ,
URL : https://hal.archives-ouvertes.fr/hal-00643159
An informational approach to the global optimization of expensive-to-evaluate functions, Journal of Global Optimization, vol.44, issue.4, pp.509-534, 2009. ,
URL : https://hal.archives-ouvertes.fr/hal-00354262
Gaussian process surrogates for failure detection: a Bayesian experimental design approach, Journal of Computational Physics, vol.313, pp.247-259, 2016. ,
DOI : 10.1016/j.jcp.2016.02.053
URL : https://manuscript.elsevier.com/S002199911600125X/pdf/S002199911600125X.pdf
Sequential design of computer experiments to minimize integrated response functions, Statistica Sinica, vol.10, pp.1133-1152, 2000. ,
Examples of inconsistency in optimization by expected improvement, Journal of Global Optimization, vol.56, issue.4, pp.1773-1790, 2013. ,
DOI : 10.1007/s10898-012-9936-x
URL : http://arxiv.org/pdf/1109.1320
Univariate interpolation by exponential functions and Gaussian RBFs for generic sets of nodes, Journal of Approximation Theory, vol.166, pp.163-175, 2013. ,
DOI : 10.1016/j.jat.2012.11.007
URL : https://doi.org/10.1016/j.jat.2012.11.007
Active learning for level set estimation, International Joint Conference on Artificial Intelligence (IJCAI), 2013. ,