{"paper":{"title":"Sequential design of experiments to estimate a probability of exceeding a threshold in a multi-fidelity stochastic simulator","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME","stat.ML"],"primary_cat":"stat.CO","authors_text":"(2) L2S, (3) GdR MASCOT-NUM), Emmanuel Vazquez (3) ((1) LNE, Julien Bect (2), Nicolas Fischer (1), R\\'emi Stroh (1), S\\'everine Demeyer (1)","submitted_at":"2017-07-26T11:35:58Z","abstract_excerpt":"In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as fidelity, is assumed to be tunable by means of an additional input of the simulator (e.g., a mesh size parameter): high-fidelity simulations provide more accurate results, but are time-consuming. Using a limited computation-time budget, we want to estimate, for any value of the physical inputs, the probability that a certain scalar output of the simulator will excee"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1707.08384","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}