Sensitivity indices are commonly used to quantify the relative influence of any specific group
of input variables on the output of a computer code. In this paper, we focus both on computer …

This thesis is a contribution to the surrogate modeling and the sensitivity analysis on
stochastic simulators. Stochastic simulators are a particular type of computational models …

In this dissertation, we focus on the novel dimension reduction method and its application on
sensitivity analysis. First, we introduce the Monte Carlo method, one type of surrogate …

Dans le contexte des modeles de complexité croissante, on note l'émergence des modeles
stochastiques, permettant de décrire des phénomenes aussi biena petite échelle qu'a …

This thesis is a contribution to the surrogate modeling and the sensitivity analysis on
stochastic simulators. Stochastic simulators are a particular type of computational models …