Robert B. Gramacy

Surrogates (eBook, ePUB)

Gaussian Process Modeling, Design, and Optimization for the Applied Sciences

• Format: ePub

Produktbeschreibung

Surrogates is a graduate textbook, on topics at the interface between machine learning,spatial statistics,computer simulation,meta-modeling,design of experiments,and optimization.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 560
• Erscheinungstermin: 10. März 2020
• Englisch
• ISBN-13: 9781000766523
• Artikelnr.: 58786361

Autorenporträt

Robert Gramacy is a Professor of Statistics in the College of Science at Virginia Polytechnic and State University (Virginia Tech). Previously I was an Associate Professor of Econometrics and Statistics at the Booth School of Business, and a fellow of the Computation Institute at The University of Chicago. My research interests include Bayesian modeling methodology, statistical computing, Monte Carlo inference, nonparametric regression, sequential design, and optimization under uncertainty.

Inhaltsangabe

1 Historical Perspective
2 Four Motivating Datasets
3 Steepest Ascent and Ridge Analysis
4 Space-filling Design
5 Gaussian process regression
6 Model-Based Design for GPs
7 Optimization
8 Calibration and Sensitivity
9 GP Fidelity and Scale
10 Heteroskedasticity
Appendix A Numerical Linear Algebra for Fast GPs
Appendix B An Experiment Game