Publications (22)
A new integral loss function for Bayesian optimization
Emmanuel Vazquez, Julien Bect
Summarizing posterior distributions in signal decomposition problems when the number of components is unknown
Alireza Roodaki, Julien Bect, Gilles Fleury
Fokker-Planck-Kolmogorov equation for stochastic differential equations with boundary hitting resets
Julien Bect, Hana Baili, Gilles Fleury
Sequential search based on kriging: convergence analysis of some algorithms
Emmanuel Vazquez, Julien Bect
Bayesian optimization using sequential Monte Carlo
Romain Benassi, Julien Bect, Emmanuel Vazquez
Note on the computation of the Metropolis-Hastings ratio for Birth-or-Death moves in trans-dimensional MCMC algorithms for signal decomposition problems
Alireza Roodaki, Julien Bect, Gilles Fleury
Convergence properties of the expected improvement algorithm
Emmanuel Vazquez, Julien Bect
A supermartingale approach to Gaussian process based sequential design of experiments
Julien Bect, François Bachoc, David Ginsbourger
Bayesian subset simulation
Julien Bect, Ling Li, Emmanuel Vazquez
A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems
Julien Bect
User preferences in Bayesian multi-objective optimization: the expected weighted hypervolume improvement criterion
Paul Feliot, Julien Bect, Emmanuel Vazquez
Sequential design of experiments to estimate a probability of exceeding a threshold in a multi-fidelity stochastic simulator
Rémi Stroh, Séverine Demeyer, Nicolas Fischer +2
Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure
Ling Li, Julien Bect, Emmanuel Vazquez
Design of a commercial aircraft environment control system using Bayesian optimization techniques
Paul Feliot, Yves Le Guennec, Julien Bect +1
A Bayesian approach to constrained single- and multi-objective optimization
Paul Feliot, Julien Bect, Emmanuel Vazquez
Gaussian process modeling for stochastic multi-fidelity simulators, with application to fire safety
Rémi Stroh, Julien Bect, Séverine Demeyer +2
A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems (extended version)
Julien Bect
Pointwise consistency of the kriging predictor with known mean and covariance functions
Emmanuel Vazquez, Julien Bect
Probabilistic computation of wind farm power generation based on wind turbine dynamic modeling
Herman Bayem, Yannick Phulpin, Philippe Dessante +1
The Informational Approach to Global Optimization in presence of very noisy evaluation results. Application to the optimization of renewable energy integration strategies
Héloïse Dutrieux, Ivana Aleksovska, Julien Bect +3
Sequential design of computer experiments for the estimation of a probability of failure
Julien Bect, David Ginsbourger, Ling Li +2
Quantifying uncertainties on excursion sets under a Gaussian random field prior
Dario Azzimonti, Julien Bect, Clément Chevalier +1