Miguel MUNOZ ZUNIGA

Researcher in statistical learning and uncertainty quantification

Summary

2026: HDR, ED MSTII, Grenoble.
Contribution to the field of learning with frugal data and uncertainty quantification,

2013 - now: senior research engineer in the applied mathematics department of IFPEN
main research topic : uncertainty quantification and numerical optimization.

2012 - 2013: Post-doctoral fellow at IRSN (Institut de Radioprotection et Sûreté Nucléaire).
main research topic : meta-modelling and optimization of models with functional inputs

2011 - 2012: Post-doctoral fellow at Imperial College.
main research topic : sensitivity analysis and meta-modelling.

2010 - 2011: A.T.E.R. University Paris Diderot – Paris VII.

PhD in applied mathematics (University Paris Diderot – Paris VII)
Stochastic methods for the controlled estimation of small probabilities on complex physical models. Application to the nuclear domain.
Supervisor : Josselin Garnier. Industrial Partner : EDF R&D.

Master degree in applied mathematics (Paris-Est university)

Disciplinary fields

Numerical methods and optimization
Signal processing/Data science

Research topics

Stochastic algorithms
Sensitivity Analysis
Chance constraint optimization
Probability estimation
meta-modelling
Dimension reduction
Optimization / inversion under uncertainties
Mixed integer continuous optimization

Projects

Collaborative projects

CURRENT COLLABORATIVE PROJECT
2025 - 2028: Partner in the consortium CIROQUO 2
Consortium Industriel de Recherche en Optimisation et QUantification d'incertitudes pour les données Onéreuses.
Members: EMSE, Centrale Lyon, INRIA Côte d'Azur, Université Toulouse III, INRIA Saclay, UGA, Ecole polytechnique, IFPEN, BRGM, CEA, ASNR, Michelin, Stellantis, Liebherr, EDF.
2024 - 2025: Collaboration with ENS Saclay and Michelin around multimodality and missing variables modeling.
2025 - 2026: Collaboration with IDSIA on skew Gaussian process modelisation for preference learning of bicycle routing.
2021 - 2024: Partner in the consortium CIROQUO
Consortium Industriel de Recherche en Optimisation et QUantification d'incertitudes pour les données Onéreuses.
Members: EMSE, Centrale Lyon, CNRS, UCA, Université Toulouse III, INRIA, UGA, Ecole polytechnique, IFPEN, BRGM, CEA, IRSN, Storengy, Stellantis.
2021 - 2024: Partner in the ANR project SAMOURAI
Members: CEA, CentraleSupelec, EDF, EMSE, IFPEN, Polytechnique Montréal, Safran.
Simulation Analytics and Meta-model-based solutions for Optimization, Uncertainty and Reliability AnalysIs.
2021 - 2024: Partner in the H2020 European project HIPERWIND
Members: DTU, EDF, IFPEN, EPRI, DNV, University of Bergen, ETH Zurich.
Highly advanced Probabilistic design and Enhanced Reliability methods for high-value, cost-efficient offshore WIND.
2020 - 2023: Construction and partnership in a programme Samuel de Champlain project
Members: GERAD - Ecole Polytechnique de Montréal (S. Le Digabel, C. Audet), IFPEN
Variables de catégorie en optimisation de modèles boîtes noires
2015 - In progress: Organizing member in the research group MASCOT-NUM.
http://www.gdrmascotnum.fr/.
PAST COLLABORATIVE PROJECT
2016 - 2019: Partner in the applied mathematics Chaire OQUAIDO
Members: EC Lyon, UPS, EMSE, CNRS/UNICE, CEA, SAFRAN, ISFA, BRGM, IRSN, UGA, Storengy.
Optimisation et QUAntification d'Incertitude pour les Données Onéreuses http://chaire-mathematiques-appliquees.emse.fr/.
2015 - 2017: Joint Industrial Projects ERMES in reservoir engineering
Members: Petrobras, ENGIE, IFPEN
Enhanced unceRtainty and optiMization mEthodologieS: surrogate modelling, sensitivity analysis and optimization.
2015 - 2016: Construction and co-leader of PGMO projects
Members: EDF, UniversitätDuisburh-Essen, Paris 7 University, IFPEN.
Optimization under probabilistic constraints of complex systems – Application to the anchoring of offshore wind-turbines
2016: Partner in Joint Industrial Projects STARWACS
sponsored by Alyeska Pipeline and Total. Developments in sensitivity analysis.
2014 - 2015: Partner in the ANR MODNAT
Probabilistic reliability in high dimension.
2013 - 2015: Partner in the consortium ReDICE
Novative mathematical methods for the design and analysis of computer experiments.

Project reviews, committees and expertises

2026 - Evaluation of the INRIA team PLATON.
2024 - Expertise on data analysis and culstering: Rock-Eval^® measurements of Guano.
2024 - Expertise in statistics: Ground analysis with Rock-Eval^® around solar panels installation. IFPEN / Total Energies.
2024 - Expertise in statistics : Rock-Eval^® data analysis and standard results sheet construction.
2024 - Expertise for the Beicip Franlab tool: CougarFlow.
2021 - Expertise sharing with Elias Fekhari (EDF) for his PhD on the topic of expectation estimation with metamodelling and active learning.
2019 - Expertise for the Autorité de Sécurité Nucléaire Défense - ASND - on design of experiments, sensitivity analysis and modelling.
2018 - Member of the scientific committee for the conference DataSciEn'2018 - Learning from Scientific Data in Energy - www.ws-datascien2018.com.
2018 - CITEPH project evaluation : Collaborative & Innovative Technology Program in Exploration and Production of Hydrocarbons.

Conference organization

2026 - Co-organization with F. Bachoc (Univ. Lille) and A. Lagnoux (Univ. Toulouse - IMT) of the RT-UQ workshop Deep GP, November, 26.
2021 - Chairman in session Global and local derivative-free optimization under uncertainty at EURO 2021, July ,10-14, Athènes.
2019 - Journées GDR MascotNum 2019 at IFPEN (with Delphine Sinoquet).
2016 - Co-organization with J. Garnier (LPMA) and J. Bect (Central Supélec) of the GDR MASCOT NUM workshop "Dealing with stochastics in optimization problems".
http://www.gdr-mascotnum.fr/mai16.html.

Conference Invitation

2026 - STOCHASTICA directions workshop, April, 27-29, UCC, Cork, Ireland
Quantification and reduction of uncertainty in complex 'black-box'' numerical models analysis using Gaussian processes.
2023 - Data science pour les risques côtiers (LMBA, LHYMAR IFREMER), 13-15, November, Roscoff, France.
Extreme and fatigue reliability analysis of a wind turbine simulator. Dealing with high dimensional environmental conditions.
2022 - SIAM conference on uncertainty Quantification, 12-15 April Atlanta, Georgia US (visio).
A two-step procedure for time-dependent reliability-based design optimization involving piece-wise stationary Gaussian processes.
2021 - RESIM 2021 : 13th International Workshop on Rare-Event Simulation. 18-21 Mai Paris.
A reformulated chance constraint optimization problem for the fatigue design of an offshore wind turbine mooring system.
2020 - Journée de la conception robuste et fiable - 7eme edition 29 Janvier - SIGMA Clermont-Ferrand.
Reliability based design optimization and uncertainty quantification for offshore wind turbines.
2019 - Atelier de modélisation de l'Atmosphère (AMA) - 11 mars 2019- Météo-France, Toulouse.
Optimization and Bayesian approaches for model calibration. Application to oil and gas field management.
2017 - International workshop on nuclear data covariances - 02 october 2017 - CEA Cadarache and NEA, Aix en Provence.
Optimization and Bayesian approaches for model calibration. Application to oil and gas field management.

Post-doctoral collaboration

Valentin Breaz : Jan. 2023 - June 2024
Sequential dimension reduction for rare event probability estimation.
Stephane Jacquet : Janv. 2023 - Janv. 2024
Integrating hidden constraints within NOMAD optimizer.
Improving mixed inputs optimizer.
Morgane Menz : Dec 2021 - Dec 2022
Learning Hidden constraints for optimization and metamodelling.
Achille Murangira : April 2014 - Oct 2015
Extreme mechanical response prediction and failure probability estimation of a floating wind turbine submitted to wind time variant random processes.

PhD promotion

Lorenzo Calzolari: Nov. 2024 - Nov. 2027
Directors: C. Prieur (LJK, Université Grenoble Alpes) and C. Helbert (Centrale Lyon)
Co-promotor: D. Sinoquet (IFPEN).
Enikő Bartók: Nov. 2022 - Nov. 2025
Directors: E. Vazquez (Central Supelec)
Co-promotor: N. Bonfils (IFPEN).
Adama Barry: Janv. 2022 - Janv. 2025
Optimal design of physical and numerical experiments for computer code calibration
Directors: C. Prieur (LJK, Université Grenoble Alpes) and F. Bachoc (Institut de Mathématiques de Toulouse, Université Paul Sabatier)
Co-promotor: S. Bouquet (IFPEN).
Clément Duhamel: Oct. 2020 - Oct. 2023
Estimation d'ensembles d'excursion par processus gaussiens pour des fonctions boîtes noires à valeurs scalaires ou vectorielles.Application à la calibration d'un simulateur numérique éolien,
Directors: C. Prieur (LJK, Université Grenoble Alpes) and C. Helbert (Centrale Lyon)
Co-promotor: D. Sinoquet (IFPEN).
Erwan Rondeaux: Sept. 2019 - Sept. 2022
Calage bayesien et machine learning pour accelerer la calibration de modèles CFD.
Director: C. Angelberger (IFPEN).
Partner: R. Paoli (Univ. Illinois).
Co-promotor: A. Poubeau (IFPEN).
Alexis Cousin: Sept. 2018 - Sept. 2021
Chance constraint optimization of a complex system. Application to the design of a floating offshore wind turbine.
Director: J. Garnier (Ecole Polytechnique).
Co-promotor: M. Guiton (IFPEN).
Adrien Hirvoas: Aout 2018 - Aout 2021
Assimilation de données de capteur d'eoliennes pour la mise à jour en continue de modèles fidèles.
Directors: C. Prieur (Univ. Grenoble Alpes) and E. Arnaud (Univ. Grenoble Alpes).
Co-promotor: F. Caleyron (IFPEN).
Reda El Amri: Aout 2016 - Aout 2019
Robust inversion of models with functional inputs. Application to a car pollution control system.
Directors: C. Prieur (Univ. Grenoble Alpes) and C. Helbert (Ecole centrale Lyon).
Co-promotor: (D. Sinoquet).
Ivana Aleksovska: sept 2015 - Mars 2017
Statistical reformulation of the probabilities of damage and feasability constraints of an offshore wind turbine mooring line.
Director: J. Garnier (Ecole Polytechnique).
Co-promotor: M. Guiton (IFPEN).

Internship and training surpervision

2024
Chloé Contant - ENSAI (15 Avril / 15 Oct.)
Quantification d’incertitudes et modélisation Multimodale pour la prédiction de propriétés physico-chimiques de mélanges
Co-supervision with M. Mougeot (ENS Paris-Saclay), D. Sinoquet (IFPEN), T. Virin (MICHELIN).
Mahmoud Aharmouch - Université Toulouse III - MAp13 (10 Mars / 6 Sept.)
Space-filling design in a functional space for meta-modelling
Co-supervision with C. Prieur (UGA), C. Helbert (Centrale Lyon), D. Sinoquet (IFPEN).
2022
Lydia Hamoum - Université Paris-Saclay - M2 Computer & Network Systems
Meta-modelling the fatigue of a riser.
Co-supervision with E. Roguet (IFPEN), F. Delbos (IFPEN).
Soufian Echabarri - Centrale Supélec
Meta-modelling functional outputs from a simulator. Application to the fatigue estimation of an offshore wind turbine.
Collaboration with E. Vazquez (Centrale Supélec), F. Delbos (IFPEN), N. Bonfils (IFPEN).
2021
Jarod Foucaud - Université Gustave Eiffel
Design of experiments for the calibration of numerical simulators.
Co-supervision with L. Pronzato (I3S), M.J. Rendas (I3S) and S. Bouquet (IFPEN).
2020
Clément Duhamel - Université Claude Bernard Lyon 1
Stochastic inversion.
Co-supervision with C. Prieur (Université Grenoble Alpes), C. Helbert (Ecole Centrale Lyon) and D. Sinoquet (IFPEN).
2019
Mouhamed Ba - Alternance ISUP-Sorbonne Université (2019-2020)
Gaussian Process modelling and GP based mixed optimization.
Jingang Qu - Sorbonne Université
Study of the hidden constraints of a black-box simulator with machine learning.
Co-supervision with Frederic Delbos (IFPEN)
Mouhamadou Sow - INSA Rouen
Non-stationnary Gaussian process modelling.
Erwan Rondeaux - INSA Rouen
Evaluation of the machine learning potential for CFD models predictions.
Co-supervision with Adèle Poubeau (IFPEN)
2017
Adrien Hirvoas - Université Blaise Pascal
Global sensitivity analysis of an offshore wind turbine.
Co-supervision with Fabien Caleyron (IFPEN)
Konstantinos Varelas - Paris Saclay University
Multi-objectives optimization with constraints.
Co-supervision with Delphine Sinoquet (IFPEN)
2016
Giulia Cavenago - Politecnico Milano
Surrogate models with mixed qualitative and quantitative variables: application in reservoir engineering.
Co-supervision with Delphine Sinoquet (IFPEN)
2012
Gulnara Abdrakhmanova-Aitzhanova - Imperial College
Sensitivity analysis.
Student - IFMA / école d'ingénieurs SIGMA Clermont
Generalized Polynomial Chaos modelling.

Courses

2024 - 2025 Lecture on an introduction to optimization, Master 2 Mécanique des structures et des systèmes couplés, CNAM, 25h.
2021 - 2025 Lecture on an introduction to probablity and statistics, Master HPC-IA, Mines Paris-Tech, 93h.
2023 - 2024 Lecture on ACP and Clustering, IFPSCHOOL, 3h.
2021 - 2023 Lecture on an introduction to linear regression and neural network, IFPSCHOOL, 14h.
2016 - 2018 Lecture on statistics, uncertainty treatment and optimization, IFPEN, 35h.
2013 - 2014 Teaching assistant of numerical analysis, EPF Sceaux, 120h.
2011 - 2012 Supervision of 2 MS student, Imperial College London.
2010 - 2011 Teaching assistant of mathematics at the University of Paris 7, 80h .
2008 - 2010 Lecture of numerical statistics and data analysis, Ecole Nationale des Ponts
et Chaussées, 40h.
2008 - 2010 Teaching assistant of mathematics at the University of Paris 6, the UPEMLV
and the Ecole Supérieure d’Ingénieurs en Electrotechnique et Electronique
(engineering), 140h.
2003 - 2007 Undergraduate teaching assistant of mathematics at the UPEMLV, 100h.

Publications

2026

Barry, A., Bachoc, F., Bouquet, S., Munoz Zuniga, M., Prieur, C.
Design of experiments for computer code calibration.
International Journal of Uncertainty Quantification.
Duhamel, C., Helbert, C., Munoz Zuniga, M., Prieur, C, Sinoquet, D.
Active learning strategies for the estimation of a feasible set defined from a vector output black-box simulator.
SMAI Journal of Computational Mathematics.
Breaz, V., Munoz Zuniga, M., Zahm, O.
A new gradient-free active subspace estimation method with application to rare event probability estiamtion.
Submitted to ESAIM Probability and Statistics, January 30.

2025

Menz, M., Munoz Zuniga, M., Sinoquet, D.
Estimation of simulation failure set with active learning based on Gaussian process classifiers and random set theory.
Structural Safety.

2024

Cousin, A., Del´epine, N., Guiton, M., Munoz Zuniga, M., Perdrizet, T.
Advanced adaptive design of experiments for computing the fatigue life of an offshore wind turbine
Structural Safety.
Angelberger, C., Poubeau, A., Rondeaux, E., Munoz Zuniga, M.
Exploring the potential and the pratical usability of a machine learning approach for improving wall friction predictions of RANS wall functions in non-equilibrium turbulent flows.
Flow, Turbulence and Combustion.

2023

El Amri, M.R., Helbert, C., Munoz Zuniga, M., Prieur, C. and Sinoquet, D.
Feasible set estimation under functional uncertainty by Gaussian Process modelling.
Physica D: Nonlinear phenomena, special Issue – Uncertainty Quantification in Complex Dynamical Systems.
Duhamel, C., Helbert, C., Munoz Zuniga, M., Prieur, C, Sinoquet, D.
A SUR version of the Bichon criterion for excursion set estimation.
Statistics and Computing.

2022

Cousin, A., Garnier, J., Guiton, M. and Munoz Zuniga, M.
A two-step procedure for time-dependent reliability-based design optimization.
Structural and Multidisciplinary Optimization.
Arnaud, E., Caleyron, F., Hirvoas, A., Munoz Zuniga, M., and Prieur, C.
Wind turbine quantification and reduction of uncertainties based on a data-driven data assimilation approach.
Journal of Renewable and Sustainable Energy.

2021

Arnaud, E., Caleyron, F., Hirvoas, A., Munoz Zuniga, M., and Prieur, C.
Quantification and reduction of uncertainties in a wind turbine numerical model based on global sensitivity analysis and recursive Bayesian inference approach.
International Journal for Numerical Methods in Engineering.
Munoz Zuniga, M.
A Gaussian Process based Stepwise Uncertainty Reduction strategy for the estimation of a structure cumulated damage
IFPEN internal report.
Munoz Zuniga, M.
Review of criteria for sequential enrichment of a design of experiments in the context of Gaussian process based meta-modelling
IFPEN internal report.

2020

Cousin, A., Garnier, J., Guiton, M. and Munoz Zuniga, M.
Chance constraint optimization of a complex system - Application to the fatigue design of a floating offshore wind turbine mooring system.
Proceedings in 14th World Congress on Computational Mechanics (WCCM) - ECCOMAS Congress 2020
(Virtual Congress) 11-15 January. F. Chinesta, R. Abgrall, O. Allix and M. Kaliske (Eds)
Murangira, A., Munoz Zuniga, M., Perdrizet, T.
Structural reliability assessment through metamodel based importance sampling with dimension reduction.
Reliability Engineering & System Safety.

2019

Munoz Zuniga, M., and Sinoquet, D.,
Global Optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step,
Information Systems and Operational Research, 2019.
El Amri, M.R., Helbert, C., Lepreux, O., Munoz Zuniga, M., Prieur, C. and Sinoquet, D.,
Datadriven stochastic inversion under functional uncertainties,
Statistics and Computing, 2019.

2018

van Ackooij, W., Aleksovska, I., Munoz Zuniga, M.,
(Sub-)Differentiability of Probability Functions with Elliptical Distributions,
Set-Valued and Variational Analysis Volume 26, Issue 4, pp 887-910, 2018.
Munoz Zuniga, M., Guiton, M., Wahl, F.,
Surface de réponse pour Deeplines en houle irrégulière,
IFPEN internal report.

2017

Munoz Zuniga, M.,
Generation of a space-filling design of experiments in a constrained and disconnected Euclidean space, IFPEN internal report.
Munoz Zuniga, M., Guiton, M.,
Résultats préliminaires pour la surface de réponse de Deeplines en houle irrégulière,
IFPEN internal report.

2016

Munoz Zuniga, M. and Benali, A.,
Functional principal component analysis for the Bayesian calibration of a numerical simulator with functional output,
IFPEN internal report.
Lameiras Franco Da Costa V., Lameiras Franco Da Costa V.R., Munoz Zuniga M., Dallerit V.,
Etude de l'incertitude en modèle linéaire et Krigeage,
IFPEN internal report.

2015

Munoz Zuniga, M. and Ben Gharbia, I.,
A numerical comparison of an adaptive Generalized Polynomial Chaos method and an adaptive Gaussian Process metamodel. Proposition of an improved adaptive Gaussian Process approach,
IFPEN internal report.
Munoz Zuniga, M.,
Analyse de sensibilité d’un modèle à entrées dépendantes et plan d’expérience optimal construit à partir de mesures de dépendances (Partie 1),
IFPEN internal report.

2014

Caron, V., Guyader, A. Munoz Zuniga, M., Tuffin, B.,
Some recent results in rare event estimation,
ESAIM: Proceedings 44, 239-259, 2014.
M. Munoz Zuniga and Y. Richet,
Global optimization of a computer based model with functional data inputs,
IRSN internal report.

2013

M. Munoz Zuniga and S. Kucherenko,
Low cost estimates of total sensitivity indices based on metamodels,
Imperial College internal report.
M. Munoz Zuniga and S. Kucherenko, N. Shah,
Metamodelling with independent and dependent inputs,
Computer Physics Communications.

2011

M. Munoz Zuniga, J. Garnier, E. Remy and E. de Rocquigny,
Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities, Statistics and Computing.
M. Munoz Zuniga, J. Garnier, E. Remy and E. de Rocquigny,
Adaptative Directional Stratification for controlled estimation of the probability of a rare event,
Reliability Engineering & System Safety.

2010

M. Munoz Zuniga, J. Garnier, E. Remy and E. de Rocquigny,
Adaptative Directional Stratification: an adaptive directional simulation method in a stratified space, Safety, Reliability and Risk of Structures, Infrastrutures and Engineering Systems, Taylor & Francis Group, London.

2008

M. Munoz Zuniga, J. Garnier, Y. Lefebvre,
Controlled estimation of the probability of rare event for a complex physical model - examination of monotoneous variation models,
Congrès Lambda-Mu 16, Avignon.

Computational developments:

Development of algorithms in IFPEN uncertainty treatment and optimization softwares : COUGAR, ATOUT, HubStat.
Package Generalized Polynomial Chaos (GPC) published on the Comprehensive R Archive Network (CRAN),
Implementation of the Brent algorithm in the IRSN platform Prométhée.
Implementation of a Quasi Random Sampling-High dimensional model representation in an Imperial College plateform,
Development of the prototype of the Adaptive Directional Sampling Monte Carlo technique implemented in OpenTurns (an Open source initiative for the Treatment of Uncertainties Risks’N Statistics).

Presentation and participation in conferences and scientific events :

2022

Journées du GDR MASCOT NUM, France, Clermont-Ferrand, 9-11 Juin 2022.
Journées CIROQUO, France, Rueil-Malmaison, IFPEN, 23-25 Mai 2022.
Journées de l'optimisation, Canada, Montreal, 16-18 Mai 2022.
Visite Polytechnique Montreal, Canada, Montreal, GERAD, 9-13 Mai 2022.
SIAM conference on uncertainty Quantification, Atlanta, Georgia US, 12-15 April 2022 (Virtuel).
10th SAMO conference, US, Florida,14-16 Mars 2022 (Virtuel).
Journée CIROQUO - Axe 3, France, Lyon, Doua, 22 mars 2022
Atelier GDR MASCOT NUM, France, Paris, IHP, 10 Mars 2022.
Visite Polytechnique Montreal, France, Rueil-Malmaison, IFPEN, 28 fev. - 02 mars 2022.