Amandine Marrel

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Publications

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Statistical methods for the study of computer experiments failures: Application to a fuel-coolant interaction simulation code

Faouzi Hakimi , Claude Brayer , Amandine Marrel , Fabrice Gamboa , Benoît Habert

Nuclear Science and Engineering, 2024, 198 (3), pp.578-591. ⟨10.1080/00295639.2023.2197838⟩

Article dans une revue hal-03791882v1
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Probabilistic surrogate modeling by Gaussian process: A new estimation algorithm for more robust prediction

Amandine Marrel , Bertrand Iooss

Reliability Engineering and System Safety, 2024, 247, pp.110120. ⟨10.1016/j.ress.2024.110120⟩

Article dans une revue cea-04322818v2
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A comparison between Bayesian and ordinary kriging based on validation criteria: application to radiological characterisation

Martin Wieskotten , Marielle Crozet , Bertrand Iooss , Céline Lacaux , Amandine Marrel

Mathematical Geosciences, 2023, pp.10.1007/s11004-023-10072-y. ⟨10.1007/s11004-023-10072-y⟩

Article dans une revue hal-03806713v3
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Second-level global sensitivity analysis of numerical simulators with application to an accident scenario in a sodium-cooled fast reactor

Anouar Meynaoui , Amandine Marrel , Béatrice Laurent

Quality and Reliability Engineering International, 2022, 39 (2), pp.500-522. ⟨10.1002/qre.3157⟩

Article dans une revue hal-03890999v1

Model selection based on validation criteria for Gaussian process regression: An application with highlights on the predictive variance

Charles Demay , Bertrand Iooss , Loïc Le Gratiet , Amandine Marrel

Quality and Reliability Engineering International, 2022, 38 (3), pp.1482-1500. ⟨10.1002/qre.2973⟩

Article dans une revue hal-03207216v1
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The ICSCREAM methodology: Identification of penalizing configurations in computer experiments using screening and metamodel -- Applications in thermal-hydraulics

A. Marrel , Bertrand Iooss , V Chabridon

Nuclear Science and Engineering, 2022, 196, pp.301-321. ⟨10.1080/00295639.2021.1980362⟩

Article dans une revue hal-02535146v4
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Adaptive test of independence based on HSIC measures

Mélisande Albert , Béatrice Laurent , Amandine Marrel , Anouar Meynaoui

Annals of Statistics, 2022, 50 (2), pp.858-879. ⟨10.1214/21-AOS2129⟩

Article dans une revue hal-02020084v4
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Functional outlier detection by means of h-mode depth and dynamic time warping

Alvaro Rollon de Pinedo , Mathieu Couplet , Bertrand Iooss , Nathalie Marie , Amandine Marrel et al.

Applied Sciences, 2021, 11 (23), pp.11475. ⟨10.3390/app112311475⟩

Article dans une revue hal-02965504v2
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Statistical developments for target and conditional sensitivity analysis: application on safety studies for nuclear reactor

Amandine Marrel , Vincent Chabridon

Reliability Engineering and System Safety, 2021, 214, pp.107711. ⟨10.1016/j.ress.2021.107711⟩

Article dans une revue hal-02541142v2
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Gaussian process regression with linear inequality constraints

Sébastien da Veiga , Amandine Marrel

Reliability Engineering and System Safety, 2020, 195

Article dans une revue hal-01515468v1
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Analysis of the Total Instantaneous Blockage accident consequences in the innovative inherently-safe CADOR SFR core

Thibaut Rahm , Jean-Baptiste Droin , Nathalie Marie , Frédéric Bertrand , Amandine Marrel

Nuclear Engineering and Design, 2019, 348, pp.78-89. ⟨10.1016/j.nucengdes.2019.04.019⟩

Article dans une revue cea-02510329v1
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Advanced methodology for uncertainty propagation in computer experiments with large number of inputs

Bertrand Iooss , Amandine Marrel

Nuclear Technology, 2019, 205, pp.1588-1606. ⟨10.1080/00295450.2019.1573617⟩

Article dans une revue hal-01907198v2

Advanced validation methodology for SFR simulation tools

N. Marie , A. Marrel , K. Herbreteau , Jm. Seiler , F. Bertrand

Nuclear Engineering and Design, 2019

Article dans une revue cea-02340025v1
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Loss of off-site power transient analysis for a sodium-cooled fast reactor equipped with a gas power conversion system and preliminary optimisation of its operation

A. Grange , A. Marrel , J.B. B. Droin , F. Bertrand , Olivier Boutin et al.

Nuclear Engineering and Design, 2018, 355, pp.110315. ⟨10.1016/j.nucengdes.2019.110315⟩

Article dans une revue cea-02339878v1
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Sensitivity analysis with dependence and variance-based measures for spatio-temporal numerical simulators

Matthias de Lozzo , Amandine Marrel

Stochastic Environmental Research and Risk Assessment, 2017, 31, pp.1437-1453

Article dans une revue hal-01253686v1
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Uncertainty quantification for functional dependent random variables

Simon Nanty , Céline Helbert , Amandine Marrel , Nadia Pérot , Clémentine Prieur

Computational Statistics, 2017, 32 (2), pp.559-583. ⟨10.1007/s00180-016-0676-0⟩

Article dans une revue hal-01075840v2
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A physical tool for severe accident mitigation studies

N. Marie , A. Bachrata , J.M. Seiler , F. Barjot , A. Marrel et al.

Nuclear Engineering and Design, 2016, 309, pp.224-235. ⟨10.1016/j.nucengdes.2016.08.042⟩

Article dans une revue hal-03749439v1
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Physico-statistical approach to assess the core damage variability due to a total instantaneous blockage of SFR fuel sub-assembly

Nathalie Marie , A. Marrel , J.M. Seiler , Frédéric Bertrand

Nuclear Engineering and Design, 2016, 297, pp.343-353. ⟨10.1016/j.nucengdes.2015.07.012⟩

Article dans une revue hal-03756976v1
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New improvements in the use of dependence measures for sensitivity analysis and screening

Matthias de Lozzo , Amandine Marrel

Journal of Statistical Computation and Simulation, 2016, 86 (15), pp.3038-3058

Article dans une revue hal-01090475v2

A physical tool for severe accident mitigation studies

N. Marie , A. Bachrata , J.M. Seiler , F. Barjot , A. Marrel et al.

Nuclear Engineering and Design, 2016, 309, pp.224-235. ⟨10.1016/j.nucengdes.2016.08.042⟩

Article dans une revue cea-02389458v1
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Estimation of the derivative-based global sensitivity measures using a Gaussian process metamodel

Matthias De Lozzo , Amandine Marrel

SIAM/ASA Journal on Uncertainty Quantification, 2016, 4 (1), pp.708-738. ⟨10.1137/15M1013377⟩

Article dans une revue hal-01164215v2

Sampling, metamodelling and sensitivity analysis of numerical simulators with functional stochastic inputs

Simon Nanty , Céline Helbert , Amandine Marrel , Nadia Pérot , Clémentine Prieur

SIAM/ASA Journal on Uncertainty Quantification, 2016, 4 (1), pp.636-659. ⟨10.1137/15M1033319⟩

Article dans une revue hal-01187162v1

Development of a surrogate model and sensitivity analysis for spatio-temporal numerical simulators

Amandine Marrel , Nadia Perot , Clémentine Mottet

Stochastic Environmental Research and Risk Assessment, 2015, 29 (3), pp.959-974. ⟨10.1007/s00477-014-0927-y⟩

Article dans une revue cea-03190144v1
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Global sensitivity analysis of stochastic computer models with joint metamodels

Amandine Marrel , Bertrand Iooss , Sébastien da Veiga , Mathieu Ribatet

Statistics and Computing, 2012, 22, pp.833-847. ⟨10.1007/s11222-011-9274-8⟩

Article dans une revue hal-00525489v2
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Prediction under Uncertainty on a Mature Field

Mathieu Feraille , Amandine Marrel

Oil & Gas Science and Technology - Revue d'IFP Energies nouvelles, 2012, 67 (2), pp.193-206. ⟨10.2516/ogst/2011172⟩

Article dans une revue hal-00735123v1
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Global sensitivity analysis for models with spatially dependent outputs

Amandine Marrel , Bertrand Iooss , Michel Jullien , Béatrice Laurent , Elena Volkova

Environmetrics, 2011, 22, pp.383-397

Article dans une revue hal-00430171v4
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Numerical studies of the metamodel fitting and validation processes

Bertrand Iooss , Loïc Boussouf , Vincent Feuillard , Amandine Marrel

International Journal On Advances in Systems and Measurements, 2010, 3, pp.11-21

Article dans une revue hal-00444666v2
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Global sensitivity analysis of stochastic computer models with generalized additive models

Amandine Marrel , Bertrand Iooss , Sébastien da Veiga , Mathieu Ribatet

Statistics and Computing, 2009, 22 (3), pp.833-847. ⟨10.1007/s11222-011-9274-8⟩

Article dans une revue cea-02355755v1
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Calculations of Sobol indices for the Gaussian process metamodel

Amandine Marrel , Bertrand Iooss , Béatrice Laurent , Olivier Roustant

Reliability Engineering and System Safety, 2009, 94, pp.742-751. ⟨10.1016/j.ress.2008.07.008⟩

Article dans une revue hal-00239494v1
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An efficient methodology for modeling complex computer codes with Gaussian processes

Amandine Marrel , Bertrand Iooss , Francois van Dorpe , Elena Volkova

Computational Statistics and Data Analysis, 2008, 52, pp.4731-4744. ⟨10.1016/j.csda.2008.03.026⟩

Article dans une revue hal-00239492v2
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Data-driven dimensional analysis applied to single-phase natural circulation

Camille Razaire , Amandine Marrel , Bertrand Iooss , Jérome Cardolaccia , Sébastien Renaudière de Vaux

26e Congrès Français de Mécanique, Laboratoire d'Etude des Microstructures et de Mécanique des Matériaux (LEM3 - UMR CNRS 7239), Aug 2025, Metz, France

Communication dans un congrès hal-05312943v1
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Hidden But Essential Recipes for Successful Gaussian Process Metamodeling to Support Uncertainty Quantification in Numerical Simulation

Amandine Marrel , Bertrand Iooss

SIAM Conference on Uncertainty Quantification (UQ24), Feb 2024, Trieste, Italy

Communication dans un congrès cea-04506392v1
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Gaussian process regression: new hyperparameter estimation algorithm for more reliable prediction

Bertrand Iooss , Amandine Marrel

SIAM Conference on Uncertainty Quantification (UQ24), Feb 2024, Trieste, Italy

Communication dans un congrès cea-04506405v1
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New estimation algorithm for more reliable prediction in Gaussian process regression: application to an aquatic ecosystem model

Amandine Marrel , Bertrand Iooss

Enbis 23 - The 23th annual conference of the European Network for Business and Industrial Statistics, ENBIS, Sep 2023, Valence, Spain

Communication dans un congrès cea-04216148v1
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Test d'indépendance basé sur les indices HSIC-ANOVA d'ordre total

Gabriel Sarazin , Amandine Marrel , Sébastien da Veiga , Vincent Chabridon

53èmes Journées de Statistique de la SFdS, Société Française de Statistique (SFdS); Université Claude Bernard Lyon 1, Jun 2022, Lyon, France

Communication dans un congrès cea-03701170v1
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The ICSCREAM methodology: identification of penalizing configurations in computer experiments using screening and metamodel applications in thermal-hydraulics

Amandine Marrel , Bertrand Iooss , Vincent Chabridon

UQ22 - SIAM Conference on Uncertainty Quantification, SIAM, Apr 2022, Atlanta, United States

Communication dans un congrès cea-03700747v1
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Bayesian kriging : a comparison with validation criteria to ordinary kriging for radiological characterisation

Martin Wieskotten , Marielle Crozet , Bertrand Iooss , Céline Lacaux , Amandine Marrel

geoENV2022 - The 14th International Conference on Geostatistics for Environmental Applications, University of Parma; geoENVia, Jun 2022, Parme, Italy. pp.56-62

Communication dans un congrès cea-04743399v1
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What is hidden behind the Sobolev kernels involved in the HSIC-ANOVA decomposition?

Gabriel Sarazin , Amandine Marrel , Sébastien da Veiga , Vincent Chabridon

2022 SAMO Conference - 10th International Conference on Sensitivity Analysis of Model Output, Florida State University, Mar 2022, Tallahassee, United States

Communication dans un congrès cea-03701074v1
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Optimization of a sodium-cooled fast reactor operation with a gas power conversion system during a loss of off-site power

A. Grange , F. Bertrand , Olivier Boutin , J.B. Droin , J.H. Ferrasse et al.

ICAPP 2019 – International Congress on Advances in Nuclear Power Plants, May 2019, Juan-Les-Pins, France

Communication dans un congrès hal-02411095v1
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Aggregated tests of independence based on HSIC measures

Anouar Meynaoui , Mélisande Albert , Béatrice Laurent , Amandine Marrel

EMS 2019 - European Meeting of Statisticians, Bernoulli Society, Jul 2019, Palerme, Italy

Communication dans un congrès cea-02617133v1
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Advanced methodology for uncertainty propagation in computer experiments with large number of inputs

B. Iooss , A. Marrel

ANS Best Estimate Plus Uncertainty International Conference (BEPU 2018), May 2018, Lucca, Italy

Communication dans un congrès cea-02339307v1
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Propagation of epistemic uncertainties using dempster-shafer theory in bepu evaluation

M. Marques , H. Ynuhui , A. Marrel

ANS Best Estimate Plus Uncertainty International Conference (BEPU 2018), May 2018, Lucca, Italy

Communication dans un congrès hal-02415473v1
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méthodologie basée sur les mesures de dépendance HSIC pour l'analyse de sensibilité de second niveau

A. Meynaoui , A. Marrel , B. Laurent-Bonneau

50èmes Journées de Statistique (JdS2018), May 2018, Palaiseau, France

Communication dans un congrès cea-02339273v1
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Multi-objective optimization of the thermal-hydraulic behavior for a sodium fast reactor with a gas power conversion system

Avent Grange , Frédéric Bertrand , Jean-Baptiste Droin , Amandine Marrel , Olivier Boutin et al.

ICNTHS 2018, Oct 2018, Paris, France

Communication dans un congrès hal-02116842v1
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An efficient methodology for the analysis and modeling of computer experiments with large number of inputs

Bertrand Iooss , Amandine Marrel

UNCECOMP 2017 2nd ECCOMAS Thematic Conference onUncertainty Quantification in Computational Sciences and Engineering, Jun 2017, Rhodes Island, Greece. pp.187-197, ⟨10.7712/120217.5362.16891⟩

Communication dans un congrès hal-01511505v1
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Estimation des mesures de sensibilité globale basées sur les dérivées via un méta-modèle par processus gaussien

M. de Lozzo , A. Marrel

47emes Journées de Statistique de la SFdS, Jun 2015, Lille, France

Communication dans un congrès cea-02489510v1
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Data-driven discovery of dimensionless numbers and governing laws: A scaling technique for nuclear test facility design

Camille Razaire , Amandine Marrel , Bertrand Iooss , Sébastien Renaudière de Vaux , Jérome Cardolaccia

2026

Pré-publication, Document de travail cea-05528135v2
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Bayesian neural networks for metamodeling numerical simulators: toward reliable predictive uncertainty

Oumar Balde , Amandine Marrel

2026

Pré-publication, Document de travail cea-05539515v1
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Kernel-based parameter screening for conditional Bayesian calibration of chained numerical models: application to fuel performance simulation of pressurized water reactors

Oumar Baldé , Gabriel Sarazin , Amandine Marrel , Guillaume Damblin , Antoine Bouloré

2025

Pré-publication, Document de travail cea-05264882v1
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New insights into the feature maps of Sobolev kernels: application in global sensitivity analysis

Gabriel Sarazin , Amandine Marrel , Sebastien da Veiga , Vincent Chabridon

2023

Pré-publication, Document de travail cea-04320711v1
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New statistical methodology for second level global sensitivity analysis

Anouar Meynaoui , Amandine Marrel , Béatrice Laurent

2023

Pré-publication, Document de travail hal-02019412v2
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More powerful HSIC-based independence tests, extension to space-filling designs and functional data

Mohamed Reda El Amri , Amandine Marrel

2021

Pré-publication, Document de travail cea-03406956v1
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Optimized HSIC-based tests for sensitivity analysis: application to thermal-hydraulic simulation of accidental scenario on nuclear reactor

Reda El Amri , Amandine Marrel

2021

Pré-publication, Document de travail cea-03193912v1
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Tools for global and target sensitivity analyses in the context of high-dimensional thermal-hydraulic numerical experiments

Vincent Chabridon , A. Marrel , B. Iooss

2020

Pré-publication, Document de travail hal-02877385v1
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Activity report ciroquo research & industry consortium

Christophette Blanchet-Scalliet , Céline Helbert , Delphine Sinoquet , Miguel Munoz Munoz Zuniga , Rodolphe Le Riche et al.

Ecole Centrale de Lyon; Mines Saint-Etienne; Université Toulouse 3 (Paul Sabatier); Stellantis France; BRGM (Bureau de recherches géologiques et minières); CEA; IFP Energies Nouvelles; Institut de Radioprotection et de Sûreté Nucléaire; Storengy; INRIA; CNRS. 2024, pp.1-11

Rapport (rapport contrat/projet) hal-04661116v1
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Chair in applied mathematics OQUAIDO Activity report

Olivier Roustant , Rodolphe Le Riche , Josselin Garnier , David Ginsbourger , Yves Deville et al.

[Research Report] Mines Saint-Etienne; Ecole Centrale Lyon; BRGM (Bureau de recherches géologiques et minières); CEA; IFP Energies Nouvelles; Institut de Radioprotection et de Sûreté Nucléaire; Safran Tech; Storengy; CNRS; Université Grenoble - Alpes; Université Nice - Sophia Antipolis; Université Toulouse 3 (Paul Sabatier). 2021

Rapport (rapport de recherche) hal-03217277v2
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Target and conditional sensitivity analysis with emphasis on dependence measures

Hugo Raguet Raguet , Amandine Marrel

[Research Report] CEA, DEN, DER. 2018

Rapport (rapport de recherche) hal-01694129v2