Emulators for stochastic simulation codes

Numerical simulation codes are very common tools to study complex phenomena, but they are often time-consuming and considered as black boxes. For some statistical studies (e.g. asset management, sensitivity analysis) or optimization problems (e.g. tuning of a molecular...

Full description

Bibliographic Details
Main Authors: Moutoussamy Vincent, Nanty Simon, Pauwels Benoît
Format: Article
Language:English
Published: EDP Sciences 2015-01-01
Series:ESAIM: Proceedings and Surveys
Online Access:http://dx.doi.org/10.1051/proc/201448005