Olivier Roustant

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 19

Top Topics

Gaussian Process

Experimental Designs

Top Venues

SIAM/ASA J. Uncertain. Quantification

Reliab. Eng. Syst. Saf.

J. Approx. Theory

Publications

Olivier Roustant, Nora Lüthen, Fabrice Gamboa
Spectral decomposition of H1(μ) and Poincaré inequality on a compact interval - Application to kernel quadrature. J. Approx. Theory 301 (2024)
Iain Henderson, Pascal Noble, Olivier Roustant
Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems. J. Comput. Phys. 494 (2023)
Jhouben Cuesta-Ramirez, Rodolphe Le Riche, Olivier Roustant, Guillaume Perrin, Cédric Durantin, Alain Glière
A comparison of mixed-variables Bayesian optimization approaches. Adv. Model. Simul. Eng. Sci. 9 (1) (2022)
Andrés F. López-Lopera, François Bachoc, Olivier Roustant
High-dimensional additive Gaussian processes under monotonicity constraints. CoRR (2022)
Andrés F. López-Lopera, François Bachoc, Olivier Roustant
High-dimensional Additive Gaussian Processes under Monotonicity Constraints. NeurIPS (2022)
Jérémy Rohmer, Olivier Roustant, Sophie Lecacheux, Jean-Charles Manceau
Revealing the interlevel dependence structure of categorical inputs in numerical environmental simulations with kernel model selection. Environ. Model. Softw. 151 (2022)
François Bachoc, Andrés F. López-Lopera, Olivier Roustant
Sequential Construction and Dimension Reduction of Gaussian Processes Under Inequality Constraints. SIAM J. Math. Data Sci. 4 (2) (2022)
Nora Lüthen, Olivier Roustant, Fabrice Gamboa, Bertrand Iooss, Stefano Marelli, Bruno Sudret
Global sensitivity analysis using derivative-based sparse Poincaré chaos expansions. CoRR (2021)
Jhouben Cuesta-Ramirez, Rodolphe Le Riche, Olivier Roustant, Guillaume Perrin, Cédric Durantin, Alain Glière
A comparison of mixed-variables Bayesian optimization approaches. CoRR (2021)
Olivier Roustant, Esperan Padonou, Yves Deville, Aloïs Clément, Guillaume Perrin, Jean Giorla, Henry P. Wynn
Group Kernels for Gaussian Process Metamodels with Categorical Inputs. SIAM/ASA J. Uncertain. Quantification 8 (2) (2020)
Mickaël Binois, David Ginsbourger, Olivier Roustant
On the choice of the low-dimensional domain for global optimization via random embeddings. J. Glob. Optim. 76 (1) (2020)
Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant
Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC. CoRR (2019)
Jana Fruth, Olivier Roustant, Sonja Kuhnt
Support indices: Measuring the effect of input variables over their supports. Reliab. Eng. Syst. Saf. 187 (2019)
Malek Ben Salem, François Bachoc, Olivier Roustant, Fabrice Gamboa, Lionel Tomaso
Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design. SIAM/ASA J. Uncertain. Quantification 7 (4) (2019)
Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant
Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints. SIAM/ASA J. Uncertain. Quantification 6 (3) (2018)
Andrés F. López-Lopera, François Bachoc, Nicolas Durrande, Olivier Roustant
Finite-dimensional Gaussian approximation with linear inequality constraints. CoRR (2017)
Malek Ben Salem, Olivier Roustant, Fabrice Gamboa, Lionel Tomaso
Universal Prediction Distribution for Surrogate Models. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Thomas Mühlenstädt, Jana Fruth, Olivier Roustant
Computer experiments with functional inputs and scalar outputs by a norm-based approach. Stat. Comput. 27 (4) (2017)
Esperan Padonou, Olivier Roustant
Polar Gaussian Processes and Experimental Designs in Circular Domains. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Esperan Padonou, Olivier Roustant, Michel Lutz
Robust Monitoring of an Industrial IT System in the Presence of Structural Change. Qual. Reliab. Eng. Int. 31 (6) (2015)
Mickaël Binois, David Ginsbourger, Olivier Roustant
A Warped Kernel Improving Robustness in Bayesian Optimization Via Random Embeddings. LION (2015)
Jana Fruth, Olivier Roustant, Sonja Kuhnt
Sequential designs for sensitivity analysis of functional inputs in computer experiments. Reliab. Eng. Syst. Saf. 134 (2015)
Mickaël Binois, Didier Rullière, Olivier Roustant
On the estimation of Pareto fronts from the point of view of copula theory. Inf. Sci. 324 (2015)
Mickaël Binois, David Ginsbourger, Olivier Roustant
Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations. Eur. J. Oper. Res. 243 (2) (2015)
David Ginsbourger, Olivier Roustant, Dominic Schuhmacher, Nicolas Durrande, Nicolas Lenz
On ANOVA Decompositions of Kernels and Gaussian Random Field Paths. MCQMC (2014)
Olivier Roustant, Jana Fruth, Bertrand Iooss, Sonja Kuhnt
Crossed-derivative based sensitivity measures for interaction screening. Math. Comput. Simul. 105 (2014)
Michel Lutz, Xavier Boucher, Olivier Roustant
Methods and applications for IT capacity decisions: Bringing management frameworks into practice. J. Decis. Syst. 22 (4) (2013)
Nicolas Durrande, David Ginsbourger, Olivier Roustant, Laurent Carraro
ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis. J. Multivar. Anal. 115 (2013)
Michel Lutz, Xavier Boucher, Olivier Roustant, M. Girard
Couplage entre système de production industriel et technologies de l'information. Modélisation et création de connaissance. Ingénierie des Systèmes d Inf. 17 (4) (2012)
Michel Lutz, Xavier Boucher, Olivier Roustant
Information Technologies capacity planning in manufacturing systems: Proposition for a modelling process and application in the semiconductor industry. Comput. Ind. 63 (7) (2012)
Thomas Mühlenstädt, Olivier Roustant, Laurent Carraro, Sonja Kuhnt
Data-driven Kriging models based on FANOVA-decomposition. Stat. Comput. 22 (3) (2012)
Amandine Marrel, Bertrand Iooss, Béatrice Laurent, Olivier Roustant
Calculations of Sobol indices for the Gaussian process metamodel. Reliab. Eng. Syst. Saf. 94 (3) (2009)
Jessica Franco, Laurent Carraro, Olivier Roustant, Astrid Jourdan
A Radar-Shaped Statistic for Testing and Visualizing Uniformity Properties in Computer Experiments CoRR (2008)