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Enhancing Nuclear Safety


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Fast uncertainty reduction strategies relying on Gaussian process models

Clément Chevalier has defended his thesis on 18th September 2013 in University of Berne (Switzerland).

Document type > *Mémoire/HDR/Thesis

Keywords >

Research Unit > IRSN/DSU/SEC/LERD

Authors > CHEVALIER Clément

Publication Date > 18/09/2013

Summary

This work deals with sequential and batch-sequential evaluation strategies of real-valued functions under limited evaluation budget, using Gaussian process models. Optimal Stepwise Uncertainty Reduction (SUR) strategies are investigated for two different problems, motivated by real test cases in nuclear safety. First we consider the problem of identifying the excursion set above a given threshold T of a real-valued function f. Then we study the question of nding the set of "safe controlled con gurations", i.e. the set of controlled inputs where the function remains below T, whatever the value of some others non-controlled inputs. New SUR strategies are presented, together with efficient procedures and formulas to compute and use them in real-world applications. The use of fast formulas to recalculate quickly the posterior mean or covariance function of a Gaussian process (referred to as the "kriging update formulas") does not only provide substantial computational savings. It is also one of the key tools to derive closed-form formulas enabling a practical use of computationally-intensive sampling strategies. A contribution in batch-sequential optimization (with the multi-points Expected Improvement) is also presented.


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