STAT8810 (Fall, 2017)

Special Topics in Uncertainty Quantification via Tree-based Models and Approximate Computations

 

 

References
Sacks, Welch, Mitchell and Wynn: Design and Analysis of Computer Experiments
Santner, Williams and Notz: The Design and Analysis of Computer Experiments
Cressie: Statistics for Spatial Data
Bevilaqua, Faouzi, Furrer and Porcu: Estimation and Prediction using Generalized Wendland Covariance Functions under Fixed Domain Asymptotics
Bottou: Large-Scale Machine Learning with Stochastic Gradient Descent
McKay, Beckman and Conover: Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
Jones, Schonlau and Welch: Efficient Global Optimization of Expensive Black Box Functions
Oakley: Eliciting Gaussian Process Priors for Complex Computer Codes
Chipman, George and McCulloch: Bayesian CART Model Search
Chipman, George and McCulloch: BART: Bayesian Additive Regression Trees 
Pratola: Efficient Metropolis–Hastings Proposal Mechanisms for Bayesian Regression Tree Models
Gramacy and Lee: Bayesian Treed Gaussian Process Models With an Application to Computer Modeling

 

Assignments
Assignment 1
Assignment 2 (frankesinputs.dat)
Assignment 3 (co2plume.dat, co2holdout.dat)

Project
Project outline is here.