[Forum SIS] seminario al CNR IMATI

[Antonella Bodini]

Si informa che il giorno 24 aprile alle ore 11 Nicolas Bousquet
(Electricité de France)
terra' presso la sede di Milano dell'IMATI un seminario dal titolo:

Bounding and estimating probabilities of feared events in output of
monotonic computer codes.

SUNTO:
We consider the exceedance of a threshold reliability value by the
unidimensional output of a deterministic function (computer code) g with
multivariate probabilistic input X. Typically, g can represent a physical
phenomenon which must be controlled (e.g., a flood). When g is assumed to
be monotonic with respect to X, a method proposed by de Rocquigny (2009)
in an engineering context can provide bounds and crude estimates of the
probability of occurence Pf of such an undesirable event, using a
sequential design of numerical experiments. In the talk, the formalization
and a theoretical deepening of this idea are considered. Two refined
statistical estimators of Pf are defined and their Monte Carlo
acceleration properties are showed, which makes them useful in the
frequent industrial context when the code g is time-consuming.

Le informazioni necessarie sono disponibili alla pagina web:
http://www.mi.imati.cnr.it/seminari/index.html

Tutti gli interessati sono invitati a partecipare.

Cordialmente,
Antonella

-- 
Dott. Antonella Bodini 					
CNR-IMATI					
Via Bassini 15, 20133 Milano (Italy)	  		  					

tel   +39 02 23699524
fax   +39 02 23699538 
http://www.mi.imati.cnr.it/~anto/
                          


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