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Olivier Roustant
Olivier Roustant
Professor, INSA Toulouse, France
Verified email at insa-toulouse.fr - Homepage
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Cited by
Year
Dicekriging, Diceoptim: Two R packages for the analysis of computer experiments by kriging-based metamodelling and optimization
O Roustant, D Ginsbourger, Y Deville
Journal of Statistical Software 51 (1), 54p, 2012
6342012
Calculations of sobol indices for the gaussian process metamodel
A Marrel, B Iooss, B Laurent, O Roustant
Reliability Engineering & System Safety 94 (3), 742-751, 2009
3232009
Adaptive designs of experiments for accurate approximation of a target region
V Picheny, D Ginsbourger, O Roustant, RT Haftka, NH Kim
Journal of Mechanical Design 132 (7), 071008, 2010
2902010
Additive covariance kernels for high-dimensional Gaussian process modeling
N Durrande, D Ginsbourger, O Roustant
Annales de la Faculté de Sciences de Toulouse 21 (3), p. 481-499, 2012
111*2012
ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis
N Durrande, D Ginsbourger, O Roustant, L Carraro
Journal of Multivariate Analysis 115, 57-67, 2013
842013
Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations
M Binois, D Ginsbourger, O Roustant
European Journal of Operational Research 243 (2), 386-394, 2015
652015
Finite-dimensional Gaussian approximation with linear inequality constraints
AF López-Lopera, F Bachoc, N Durrande, O Roustant
SIAM/ASA Journal on Uncertainty Quantification 6 (3), 1224-1255, 2018
572018
Data-driven Kriging models based on FANOVA-decomposition
T Muehlenstaedt, O Roustant, L Carraro, S Kuhnt
Statistics and Computing 22 (3), 723-738, 2012
572012
DiceKriging: Kriging methods for computer experiments
O Roustant, D Ginsbourger, Y Deville
R package version 1, 2010
44*2010
A note on the choice and the estimation of kriging models for the analysis of deterministic computer experiments
D Ginsbourger, D Dupuy, A Badea, L Carraro, O Roustant
Applied Stochastic Models in Business and Industry 25 (2), 115-131, 2009
442009
Group kernels for Gaussian process metamodels with categorical inputs
O Roustant, E Padonou, Y Deville, A Clément, G Perrin, J Giorla, H Wynn
SIAM/ASA Journal on Uncertainty Quantification 8 (2), 775-806, 2020
432020
Model risk in the pricing of weather derivatives
O Roustant, JP Laurent, X Bay, L Carraro
Banque & Marchés, 2003
402003
Poincaré inequalities on intervals–application to sensitivity analysis
O Roustant, F Barthe, B Iooss
382016
On the choice of the low-dimensional domain for global optimization via random embeddings
M Binois, D Ginsbourger, O Roustant
Journal of global optimization 76 (1), 69-90, 2020
362020
Universal Prediction Distribution for Surrogate Models
MB Salem, O Roustant, F Gamboa, L Tomaso
SIAM/ASA Journal on Uncertainty Quantification 5 (1), 1086-1109, 2017
362017
Crossed-derivative based sensitivity measures for interaction screening
O Roustant, J Fruth, B Iooss, S Kuhnt
Mathematics and Computers in Simulation 105, 105-118, 2014
352014
A warped kernel improving robustness in Bayesian optimization via random embeddings
M Binois, D Ginsbourger, O Roustant
International Conference on Learning and Intelligent Optimization, 281-286, 2015
342015
Global sensitivity analysis for optimization with variable selection
A Spagnol, R Le Riche, S Da Veiga, O Roustant
PGMO Days 2017, 2017
302017
Total interaction index: A variance-based sensitivity index for second-order interaction screening
J Fruth, O Roustant, S Kuhnt
Journal of Statistical Planning and Inference 147, 212-223, 2014
292014
On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
D Ginsbourger, O Roustant, N Durrande
Journal of Statistical Planning and Inference, 2015
25*2015
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