MASCOT-SAMO 2013 Meeting

7th International Conference on Sensitivity Analysis of Model Output

The 2013 SAMO Conference has been organized jointly with the MASCOT-NUM network on the occasion of its annual meeting. Announcement flyer - Conference program

The best student presentation award has been conferred to Gaëlle Chastaing (Equipe MOISE, INRIA/CNRS/LJK/Université de Grenoble) for her talk on Generalized Sobol sensitivity indices for dependent variables. She has won a prize of 1000€ to be used to go to a meeting. LOL

Practical information

Dates: July 1-4, 2013. Location: Valrose Campus, Nice, France.

Conference room: Valrose Theatre - Map of the Campus - Other practical information

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Sources: nicerendezvous.com - routard.com - wikipedia.org - actualites.orchestre-cannes.com

Scope

Modelling activities are steadily increasing in all scientific disciplines, ranging from financial to environmental assessments. Sensitivity Analysis is crucial both in the modeling phase and in the interpretation of model results. It contributes to model development, model calibration, model validation, reliability and robustness analysis, decision-making under uncertainty, quality-assurance, and model reduction.

SAMO conferences are devoted to advances in research on sensitivity analysis methods and their interdisciplinary applications, they are held every third year. The aim of the conference is to bring together researchers involved in the developments and improvements of methods and strategies and users of sensitivity analysis in all disciplines of science, including physics, operations research, chemistry, biology, nanotechnology, engineering, environmental science, nuclear and industrial safety, economics and finance, etc.

The first day (July 1) will be organized jointly with the MASCOT-NUM network and will be devoted to presentations by PhD students working on the topics covered by the SAMO conference and MASCOT-NUM (uncertainty in simulation, sensitivity analysis, design and modeling of computer experiments, model validation, optimization under uncertainty, applications, etc.). A submission call will be launched to PhD students. All PhD students who want to submit an abstract to the SAMO conference are invited to answer to this call. Seven or eight PhD students will be selected for oral presentations, other student submissions being considered for poster communications. A prize of 1000€ will be confered by the MASCOT-NUM's scientific committee to the best student communication (to be used by the student to go to a meeting).

Special issues

Journal of statistical Computation and Simulation

We are pleased to announce the forthcoming publication of a Special Issue of the Journal of Statistical Computation and Simulation (JSCS). The Journal of Statistical Computation and Simulation publishes significant and original work in areas of statistics related to, or dependent upon, computers. D. Ginsbourger, B. Iooss, and L. Pronzato will be guest editors of this special issue. High-quality papers in all areas of sensitivity analysis with original mathematical and statistical contributions and/or substantial methodological advances will be considered in priority.

Full-length papers should be submitted before December 16. 2013 (2nd deadline) through the JSCS submission website (link) following the guidelines and instructions mentioned at link. The authors will be requested to append [Special Issue: SAMO-MASCOT] to the title of their submitted article. The usual reviewing procedure of JSCS will be used.

Questions and requests are to be directed to the guest editors: ginsbourger@stat.unibe.ch; bertrand.iooss@edf.fr; pronzato@i3s.unice.fr

Reliability Engineering and System Safety

We invite you to contribute to the special issue of Reliability Engineering and System Safety devoted to SAMO 2013, which has recently been negotiated with the Editor in Chief, Prof. Guedes Soares. The SAMO community is particularly grateful to RESS which publishes relevant papers in our field and has hosted several special issues dedicated to SAMO in the past.

We would be pleased if you could inform us about your intention to submit a manuscript by November, 8th 2013. If you are interested, please also send us a title and a short abstract.

The manuscript should be based on the work presented at the SAMO conference and the deadline for the submission has been set to January 31st 2014.

The Guest Editors: Nathalie Saint-Geours (nathalie.saint-geours@teledetection.fr) and Stefano Tarantola (stefano.tarantola@jrc.ec.europa.eu)

Keynote speakers

Jacques Blum (Nice University/Lab. J.A. Dieudonné) - Lecture for the MASCOT-NUM's day: Back and Forth Nudging for data assimilation in geophysics - abstract
Dick Den Hertog (Tilburg University, the Netherlands) - Robust optimization using computer experiments - abstract
Holger Dette (Bochum University, Germany) - Design for linear models with correlated observations - abstract
Fabrice Gamboa (Institut Mathématique de Toulouse, France) - Fast and Sobol Pick Freeze methods in the Costa Brava sauce - abstract
Silvio Funtowicz (Bergen University, Norway) - Models of science and policy - abstract

Program, proceedings and handouts

Conference program - Proceedings: MASCOT PhD session - SAMO Oral sessions - SAMO Poster sessions

Day 1: July 1st
08:30 - 09:15 Registration
09:15 - 09:20 Welcome (Bertrand Iooss, Luc Pronzato) Slides
09:20 - 09:30 Presentation of MASCOT-NUM and PhD students' day (Clémentine Prieur) Slides
Chair: Didier Auroux, Clémentine Prieur
09:30 - 10:30 Invited speaker: Jacques Blum (University of Nice, France) - Back and forth nudging for data assimilation in geophysics Slides
10:30 - 11:00 Coffee break
Chair: David Ginsbourger
11:00 - 11:30 François Bachoc (CEA Université Paris 7, France) - Maximum likelihood and cross validation for kriging hyper-parameters estimation Slides
11:30 - 12:00 Momtchil Ivanov (Dortmund University, Germany) - Parallel optimization based on FANOVA graph decomposition Slides
12:00 - 12:30 Loïc Le Gratiet (CEA/Université Paris 7, france) - Asymptotic analysis of the learning curve for Gaussian process regression with noisy observations Slides
12:30 - 14:00 Lunch break
14:00 - 15:00 PhD Poster session
Chair: Emmanuel Vazquez
15:00 - 15:30 Clément Chevalier (Bern University, Switzerland) - Sequential and batch-sequential Bayesian sampling strategies for the identification of an excursion set Slides
15:30 - 16:00 Marjorie Jala (Telecom ParisTech, France) - Sequential design of experiments for numerical dosimetry Slides
16:00 - 16:30 Coffee break
Chair: Thierry Klein
16:30 - 17:00 Gaëlle Chastaing (Université Grenoble 1, France) - Generalized Sobol sensitivity indices for dependent variables prize winner Slides
17:00 - 17:30 Prashant Rai (Ecole centrale de Nantes, France) - A regression based method using sparse low rank approximations for uncertainty propagation Slides
17:30 - 18:00 Jana Fruth (University Dortmund, Germany) - Sensitivity analysis for functional inputs in a sheet metal forming process Slides
Day 2: July, 2nd
09:30 - 09:40 Welcome (Bertrand Iooss)
09:40 - 09:45 Opening ceremony (Frédérique Vidal, President University of Nice)
Chair: Bertrand Iooss
09:45 - 10:05 Andrea Saltelli (JRC, Italy) From sensitivity analysis to Latinorum: twenty years of SAMO conferences Slides
10:05 - 10:55 Dick Den Hertog (Tilburg University, Netherlands) - Robust optimization using computer experiments Slides
10:55 - 11:20 Coffee break
New methods for calculating Sobol indices, Chair: W. Becker
11:20 - 11:40 Matieyendou Lamboni (JRC, Italy) - New way of estimating total sensitivity indices Slides
11:40 - 12:00 Sergeï Kucherenko (Imperial College London, UK) - Application of the control variate technique to the estimation of the total sensitivity indices Slides
12:00 - 12:20 Miguel Munoz-Zuniga (IRSN, France) - Low cost bounds and estimates of total sensitivity indices based on metamodels
12:20 - 12:40 Olivier Roustant (Ecole des Mines de Saint Etienne, France) - Derivative-based global sensitivity measures for interactions Slides
12:40 - 14:15 Lunch break
14:15 - 15:15 SAMO Poster session I
New sensitivity measures, Chair: Thierry Mara
15:15 - 15:35 E. Plischke (Clausthal University) - Transformations and invariance in global sensitivity analysis Slides
15:35 - 15:55 Nabil Rachdi (EADS, France) - New sensitivity indices subordinated to a contrast Slides
15:55 - 16:15 Nathalie Saint Geours (Irstea, France) - Estimating sensitivity indices using contribution to the sample mean Slides
16:15 - 16:40 Coffee break
Socio-economic applications, Chair: S. Tarantola
16:40 - 17:00 A. Saltelli (JRC Ispra, Italy) - Fallacies of rankings and ratings Slides
17:00 - 17:20 A. Weber (JRC Ispra, Italy) - A sensitivity analysis of the birth cohort model for tertiary education attainment 2011-2020 Slides
17:20 - 17:40 W.E. Becker (JRC Ispra, Italy) - Econometric model selection using sensitivity analysis Slides
17:40 - 18:00 Mascot-Num Ph. D. award ceremony
18:00 Welcome cocktail
Day 3: July, 3rd
Chair: Luc Pronzato
9:00 - 9:50 Invited speaker: H. Dette (Bochum University, Germany) - Design for linear models with correlated observations Slides
Design and sensitivity analysis I, Chair: L. Pronzato
9:50 - 10:10 S.M. Spiessl (GRS, Germany) - Sensitivity analysis of final repository models using quasi-random sampling and a metamodel approach Slides
10:10 - 10:30 R. Faivre (INRA, France) - Simple and efficient tools to explore complex models in agroecology with an eye on interactions Slides
10:30 - 10:50 S. Lefebvre (ONERA, France) - Multidimensional global sensitivity analysis for aircraft infrared signature models with dependent inputs Slides
10:50 - 11:15 Coffee break
Polynomial Chaos, Chair: S. Kucherenko
11:15 - 11:35 Y. Caniou (Phimeca, France) - Covariance-based sensitivity indices based on polynomial chaos functional decomposition Slides
11:35 - 11:55 B. Sudret (ETH Zurich, Switzerland) - Derivative-based sensitivity indices based on polynomial chaos expansions
11:55 - 12:15 R. Zivanovic (Univ. Adelaide, Australia) - Global sensitivity analysis for interpretation of black box functions Slides
12:15 - 12:35 A. Janon (Univ. Lyon 1, France) - Goal-oriented error estimation for reduced basis method. Application to certified sensitivity analysis Slides
12:35 - 14:00 Lunch break
14:00 - 15:00 Poster session II
15:00 - 15:50 Invited speaker: S. Funtowicz (Bergen University, Norway) - Models of science and policy Slides
15:50 - 16:15 Coffee break
Environmental, energy and transport applications, Chair: A. Pasanisi
16:15 - 16:35 I. Arevalo Martin (JRC Petten, The Netherlands) - Identification of bottlenecks in the EU gas transmission network via Sensitivity analysis Slides
16:35 - 16:55 B. Ciuffo (JRC Ispra, Italy) - Assessing the robustness of sensitivity analysis results. Application to traffic simulation models. Slides
16:55 - 17:15 J. Nossent (Univ. Brussels, Belgium) - Assessing the convergence of a Morris-like screening method for a complex environmental model Slides
17:15 - 17:35 A. Guaus (INRA, France) - Time-dependent sensitivity and uncertainty analyses of an agroclimatic model for the water status management of vineyard Slides
20:00 Conference Gala Dinner Négresco, 37 Promenade des Anglais, Nice
Day 4: July, 4th
9:15 - 10:05 Invited speaker: F. Gamboa (Institut de Mathématiques de Toulouse, France) Fast and Sobol pick freeze methods in the Costa Brava sauce Slides
Functional inputs, Chair: Bruno Sudret
10:05 - 10:25 F. Anstett-Collin (Univ. Lorraine, France) - UASA of complex models: coping with dynamic and static inputs Slides
10:25 - 10:45 A. Lagnoux (Institut de Mathématiques de Toulouse, France) - Estimation of the Sobol indices in a linear functional multidimensional model Slides
10:45 - 11:10 Coffee break
Gaussian processes, Chair: Clémentine Prieur
11:10 - 11:30 N. Durrande (Univ. Sheffield, UK) - A class of ANOVA kernels dedicated to sensitivity analysisSlides
11:30 - 11:50 C. Cannamela (CEA, France) - Multifidelity sensitivity analysis Slides
11:50 - 12:10 N. Lenz (Univ. Bern, Switzerland), A new class of covariance kernels accounting for non-additivity in high-dimensional kriging Slides
12:10 - 12:30 W. G. Müller (Univ. Linz, Austria) - Efficient prediction designs for random fields Slides
12:30 - 13:45 Lunch break
Design and sensitivity analysis II, Chair: Hervé Monod
13:45 - 14:05 S. Tarantola (JRC Ispra, Italy) - Hiking to mount Toblerone: advanced methods for random balance design Slides
14:05 - 14:25 J-M. Fédou (Univ. Nice, France) - Revisiting Morris method: A polynomial algebra for design definition with increased efficiency and observability Slides
14:25 - 14:45 C. Prieur (Univ. Grenoble, France) - Estimating Sobol indices combining Monte Carlo estimators and Latin Hypercube Sampling Slides
14:45 - 15:05 Coffee break
Calibration and Bayesian approaches, Chair: F. Gamboa
15:05 - 15:25 O. Martin (INRA, France), Usefulness of sensitivity analysis for Approximate Bayesian Computation Slides
15:25 - 15:45 W.N. Edeling (ENSAM ParisTech/TU Delft) - Bayesian estimates of the parameter variability in turbulence models for the RANS equations Slides
15:45 - 16:05 X. Merle (Arts et Métiers ParisTech, France) - Bayesian quantification of thermodynamic uncertainties in dense gas flows Slides
16:05 - 16:15 Closing ceremony (S. Tarantola, B. Iooss, L. Pronzato)

Poster sessions

PhD Posters

A. Birolleau (CEA, France), Bayesian inference accelerated by iterative polynomial chaos for compressible fluid dynamics Poster
S. Bouquet (Ecole des Mines de Paris, France), Optimization of CO2 storage assessment using selection of stochastic realizations Poster
G. Damblin (EDF, France), A Bayes decision approach to code validation in an industrial context Poster
G. Deman (University of Neuchatel, Switzerland), Comparison of sensitivity analysis methods applied on a groundwater flow and mass transport model Poster
J. Goffart (University of Savoie, France), Impact of weather data on the performance evaluation of a passive house: an application of sensitivity analysis Poster
M. Grandjacques (University of Grenoble, France), Stochastic modelling of inputs
M. Hainy (University of Linz, Austria), Likelihood-free simulation-based optimal design
S. Hamza (University of Mulhouse, France), Sensitivity analysis for the study of a tire model with correlated parameters and an arbitrary distribution Poster
B. Jan (SUPELEC, France), Fully Bayesian approach for the estimation of (first-order) Sobol indices Poster
B. Lamoureux (Arts & Metiers ParisTech, France), Kriging-based surrogate modeling of health indicators for the monitoring of a turbofan fuel system Poster
P. Lemaître (EDF/University of Bordeaux, France), A new sensitivity analysis method for failure probability Poster
V. Moutoussamy (EDF/University of Toulouse, France), Comparing conservative estimations of failure probabilities using sequential designs of experiments in monotone frameworks Poster
S. Nanty (CEA, France), Uncertainty quantification and visualization for functional data Poster
I. Niang (University of Lyon, France), Sensitivity analysis of long-term yield curves
G. Pirot (University of Neuchatel, Switzerland), Sensitivity analysis of DeeSse, a recent multiple-point statistic algorithm
F. Zertuche (University of Grenoble, France), Learning with Gaussian processes with high and low accuracy observations Poster
J. Zhao (University of Munich, Germany), Sensitivity analysis with application to multi-sensor positioning
P. Ziegler (University of Nuremberg, Germany), A quality measure for comparing different feature deviations to perform sensitivity analysis in tolerancing Poster

SAMO Session I

C.L. Azevedo (LNEC Lisbon) & B. Ciuffo (JRC Ispra), Global sensitivity analysis of high dimensional traffic micro-simulation models: a multistep approach Poster
B. Bieda (Univ. Krakow), Stochastic approach for life of the Municipal Solid Waste (MSW) landfill using Monte Carlo simulation
B. Ciuffo & S. Sala (JRC Ispra), Global sensitivity analysis to identify archetypes for the impact assessment of chemicals Poster
B. Delinchant (Univ. Grenoble), Reliable based design optimization using k-sigma method and local sensitivity Poster
I.T. Dimov & R. Georgieva (Academy Sciences Sofia), Global sensitivity study of compact models in nanodevices with correlated inputs
F. Douard & B. Iooss (EDF), Dealing with uncertainty in technical & economic studies of investment strategy optimization
T. Figueiro, J-H. Tortai, N. Jedidi (Univ. Grenoble), M. Saib & P. Shiavone (Aselta Nanographics), Selection of test patterns for model calibration based on sensitivity analysis Poster
M. Flechsig, T. Nocke & C. Rachimow (Posdam Institute for Climate Impact Research), Multi-run simulation environments – requirements, development and application Poster
A. Hedin (Swedish Nuclear Fuel and Waste Management Co.), Sensitivity analyses of a fast analytical radionuclide transport model Poster
M. Lamboni, R. Koeble & A. Leip (JRC Ispra), Uncertainty and sensitivity analysis of land shares model over EU 27 Poster

SAMO Session II

E. Castano (Universidad Autónoma de Querétaro), V.M. Aguirre (Instituto Tecnológico Autónomo de México), A. Villeda (Universidad Autónoma de Querétaro), A response surface approach for sensitivity analysis in differential equations Poster
B. Ciuffo (JRC Ispra), Q. Ge & M. Menendez (ETH Zurich), Quasi-OTEE versus kriging-based approaches for the sensitivity analysis of computationally expensive traffic simulation models: an exploratory study Poster
S.H. Hoang & R. Baraille (Shom Toulouse), Schur vectors for estimating parameters in filtering algorithm for data assimilation Poster
K. Kandananond (Rajabhat Univ.), Robust assessment of different machine learning methods for time series forecasting using a factorial design of experiment
N. Marie (Univ. Paris 10), Rough paths theory applied to computation of sensitivities Poster
G.P. Petropoulos, H. Griffiths (Univ. of Aberystwyth) & S. Tarantola (JRC Ispra), Towards operational products development from earth observation: exploration of SimSphere land surface process model sensitivity using a GSA approach Poster
C.M. Rocco (Univ. Central Venezuela) & E. Hernandez (Univ. Catlolica Portuguesa), Uncertainty and sensitivity analysis in multiple criteria decision problems using rule learner techniques
N. Saint Geours (Irstea), S . Tarantola (JRC Ispra) & L. Lilburne (Landcare Research), Computing variance-based sensitivity indices for spatial inputs with “map labelling”: study of sampling size bias
H. Sulieman (American University of Sharjah), Profile-based sensitivity in D-optimal designs for precise parameter estimation
Q-L. Wu, B. Bayol, F. Kang (Ecole Centrale de Paris), J. Lecoeur (3Syngenta Seeds,) & P-H. Cournede (Ecole Centrale de Paris), Sensitivity analysis for plant models with correlated parameters : application to the characterization of sun over genotypes
M. Zambrano-Bigliarini, A. Zajace & S. Tarantola (JRC Ispra), Global sensitivity analysis for the calibration of a fully-distributed hydrological model Poster

Committees

Organization

Luc Pronzato (University of Nice, France)
Bertrand Iooss (EDF R&D, Chatou, France)

Didier Auroux (University of Nice, France)
Corinne Julien (University of Nice, France)
Anne-Laure Popelin (EDF R&D, Chatou, France)
Joao Rendas (University of Nice, France)
Stefano Tarantola (Joint Research Centre, Ispra, Italy)
Irmela Zentner (EDF R&D, Clamart, France)

Program

Paola Annoni (Joint Research Centre, Italy)
Didier Auroux (Univ. Nice, France)
François Hemez (Los Alamos Nat. Lab., USA)
Sergei Kucherenko (Imperial College London, UK)
Bertrand Iooss (EDF R&D, France)
Jeremy Oakley (Univ. Sheffield, UK)
Alberto Pasanisi (EDF R&D, France)
Clémentine Prieur (Univ. Grenoble, France)
Luc Pronzato (Univ. Nice, France)
Andrea Saltelli (Joint Research Centre, Italy)
Bruno Sudret (ETH Zürich, Switzerland)
Stefano Tarantola (Joint Research Centre, Italy)

Registration fees

Registration was open from February 18 to May 31, 2013.
Early registration fees : 80€ (deadline by March, 31th, 2013)
Late registration fees : 140€ (deadline by May, 31th, 2013)

Contact

Organizers

For questions about the registration and/or on site housing, please contact Corinne Jullien.

Past Editions

Past SAMO conferences:

Past MASCOT-NUM Meetings

Sponsors

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CNRS