The ninety-second UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, December 18, 2025.
2–3 PM — Lea Friedli (Engineering Risk Analysis Group, Technical University of Munich)
CRPS-Based Targeted Sequential Design with Application in Chemical Space
Gaussian processes (GPs) have become a widely used tool for modeling unknown functions across various domains. In many applications, particular interest lies in a specific range of the response, with the goal of identifying inputs that lead to desired outputs. To enhance GP model performance in this setting, we employ weighted scoring rules to develop sequential design strategies that selectively augment the training dataset. Specifically, we study pointwise and integral criteria based on the threshold-weighted Continuous Ranked Probability Score (CRPS), using two different weighting measures. We showcase an application in synthetic chemistry, where the objective is to identify molecules with specific properties. However, the presented acquisition strategies are applicable to a wide range of fields and pave the way to further developing sequential design relying on scoring rules.
References:
Joint work with Athénaïs Gautier (ONERA) & Anna Broccard (OFJ) & David Ginsbourger (IMSV, University of Bern).
Organizing committee: Pierre Barbillon (MIA-Paris), Julien Bect (L2S), Nicolas Bousquet (EDF R&D), Vincent Chabridon (EDF R&D), Amélie Fau (LMPS), Filippo Gatti (LMPS), Clément Gauchy (CEA), Bertrand Iooss (EDF R&D), Alexandre Janon (LMO), Sidonie Lefebvre (ONERA), Didier Lucor (LISN), Sébastien Petit (LNE), Emmanuel Vazquez (L2S), Xujia Zhu (L2S).
Coordinators: Sidonie Lefebvre (ONERA) & Xujia Zhu (L2S)
Practical details: the seminar will be held online using Microsoft Teams.
If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).
You will find the link to the seminar on the "General" UQSay channel on Teams, approximately 15 minutes before the beginning.
The technical side of things: you can use Teams either directly from your web browser or using the "fat client", which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.
