[SÁCH][B] Surrogates: Gaussian process modeling, design, and optimization for the applied sciences

RB Gramacy - 2020 - taylorfrancis.com
Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

Traditional kriging versus modern Gaussian processes for large‐scale mining data

RB Christianson, RM Pollyea… - Statistical Analysis and …, 2023 - Wiley Online Library
The canonical technique for nonlinear modeling of spatial/point‐referenced data is known
as kriging in geostatistics, and as Gaussian Process (GP) regression for surrogate modeling …

Active learning for deep Gaussian process surrogates

A Sauer, RB Gramacy, D Higdon - Technometrics, 2023 - Taylor & Francis
Abstract Deep Gaussian processes (DGPs) are increasingly popular as predictive models in
machine learning for their nonstationary flexibility and ability to cope with abrupt regime …

Vecchia-approximated deep Gaussian processes for computer experiments

A Sauer, A Cooper, RB Gramacy - Journal of Computational and …, 2023 - Taylor & Francis
Abstract Deep Gaussian processes (DGPs) upgrade ordinary GPs through functional
composition, in which intermediate GP layers warp the original inputs, providing flexibility to …

Scaled Vecchia approximation for fast computer-model emulation

M Katzfuss, J Guinness, E Lawrence - SIAM/ASA Journal on Uncertainty …, 2022 - SIAM
Many scientific phenomena are studied using computer experiments consisting of multiple
runs of a computer model while varying the input settings. Gaussian processes (GPs) are a …

Generative ai for bayesian computation

NG Polson, V Sokolov - ar**s for additive and deep Gaussian processes
SD Barnett, LJ Beesley, AS Booth, RB Gramacy… - arxiv preprint arxiv …, 2024 - arxiv.org
Gaussian processes (GPs) are canonical as surrogates for computer experiments because
they enjoy a degree of analytic tractability. But that breaks when the response surface is …