Étude de classes de noyaux adaptées à la simplification et à l’interprétation des modèles d’approximation. Une approche fonctionnelle et probabiliste.

Abstract : The framework of this thesis is the approximation of functions for which thevalue is known at limited number of points. More precisely, we consider here the so-calledkriging models from two points of view : the approximation in reproducing kernel Hilbertspaces and the Gaussian Process regression.When the function to approximate depends on many variables, the required numberof points can become very large and the interpretation of the obtained models remainsdifficult because the model is still a high-dimensional function. In light of those remarks,the main part of our work adresses the issue of simplified models by studying a key conceptof kriging models, the kernel. More precisely, the following aspects are adressed: additivekernels for additive models and kernel decomposition for sparse modeling. Finally, wepropose a class of kernels that is well suited for functional ANOVA representation andglobal sensitivity analysis.
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Nicolas Durrande. Étude de classes de noyaux adaptées à la simplification et à l’interprétation des modèles d’approximation. Une approche fonctionnelle et probabiliste.. Autre. Ecole Nationale Supérieure des Mines de Saint-Etienne, 2011. Français. ⟨NNT : 2011EMSE0631⟩. ⟨tel-00844747⟩

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