Adil Ahidar: December 15, 2011

                                  A Stochastic Inverse Problem:

Identification of a Distribution of a Random Variable Under Performance Constraints

Adil Ahidar, CERFACS

Thursday, December 15, 14:00 p.m. in the CERFACS conference room

Abstract:

In this talk, we present a preliminary study done during an internship at EADS Innovation Works. The main goal here, is the identication of the optimum of a controllability functional of some parameters of the design variables distribution, under some performance constraints, more clearly, we call:

Performance function: a function that associates to any level of risk in term of quantiles on the outputs of the model (model outputs are called sometimes loads), a corresponding performance.

Controllability function: a function that distributes the margins on each control parameter following a given parameter alpha on each input.

Now, given a minimum performance of some level of risk, we would find the optimal parameters that maximize the controllability function.