Bayesian treed Gaussian process models with an application to computer modeling
From MaRDI portal
Publication:3069848
DOI10.1198/016214508000000689zbMATH Open1205.62218arXiv0710.4536OpenAlexW2092271904MaRDI QIDQ3069848FDOQ3069848
Authors: Robert B. Gramacy, Herbert K. H. Lee 
Publication date: 1 February 2011
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Abstract: Motivated by a computer experiment for the design of a rocket booster, this paper explores nonstationary modeling methodologies that couple stationary Gaussian processes with treed partitioning. Partitioning is a simple but effective method for dealing with nonstationarity. The methodological developments and statistical computing details which make this approach efficient are described in detail. In addition to providing an analysis of the rocket booster simulator, our approach is demonstrated to be effective in other arenas.
Full work available at URL: https://arxiv.org/abs/0710.4536
Recommendations
- Bayesian nonstationary Gaussian process models via treed process convolutions
- Bayesian treed models
- On the Bayesian treed multivariate Gaussian process with linear model of coregionalization
- Computer emulation with nonstationary Gaussian processes
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
heteroscedasticitynonparametric regressionrecursive partitioningcomputer simulatornonstationary spatial model
Cited In (only showing first 100 items - show all)
- Series expansion for functional sufficient dimension reduction
- Analysis methods for computer experiments: how to assess and what counts?
- BART with targeted smoothing: an analysis of patient-specific stillbirth risk
- Prediction of non-stationary response functions using a Bayesian composite Gaussian process
- Heteroscedastic BART via Multiplicative Regression Trees
- Gaussian processes and limiting linear models
- Patchwork kriging for large-scale Gaussian process regression
- Calibration of computer models with multivariate output
- Bayesian optimal sequential design for nonparametric regression via inhomogeneous evolutionary MCMC
- Targeted smooth Bayesian causal forests: an analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation
- Global sensitivity analysis of stochastic computer models with joint metamodels
- Latent Gaussian random field mixture models
- Locally induced Gaussian processes for large-scale simulation experiments
- Analyzing stochastic computer models: a review with opportunities
- Uncertainty quantification of a computer model for binary black hole formation
- A tutorial on Gaussian process regression: modelling, exploring, and exploiting functions
- Fast prediction of deterministic functions using sparse grid experimental designs
- Bayesian nonparametric regression with varying residual density
- Gaussian process models for non parametric functional regression with functional responses
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
- Sequential design for computer experiments with a flexible Bayesian additive model
- Composite Gaussian process models for emulating expensive functions
- Embedded Trees: Estimation of Gaussian Processes on Graphs with Cycles
- A generalized Gaussian process model for computer experiments with binary time series
- Advances in the sequential design of computer experiments based on active learning
- Variable selection for nonparametric Gaussian process priors: Models and computational strategies
- Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations
- A semiparametric Bayesian approach to extreme value estimation
- A Clustered Gaussian Process Model for Computer Experiments
- The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models
- Conditionally linear models for non-homogeneous spatial random fields
- Spatiotemporal point processes: regression, model specifications and future directions
- Model Interpretation Through Lower-Dimensional Posterior Summarization
- Functional sufficient dimension reduction: convergence rates and multiple functional case
- Title not available (Why is that?)
- Nonparametric Bayesian multiple testing for longitudinal performance stratification
- Kernel approximation: from regression to interpolation
- Highly Scalable Bayesian Geostatistical Modeling via Meshed Gaussian Processes on Partitioned Domains
- Comparison of Gaussian process modeling software
- Bayesian inference for high-dimensional nonstationary Gaussian processes
- Bayesian nonparametric models
- Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems
- Nonparametric Bayesian inference in applications
- Spline-Based Emulators for Radiative Shock Experiments With Measurement Error
- On the Bayesian treed multivariate Gaussian process with linear model of coregionalization
- Uncertainty quantification using the nearest neighbor Gaussian process
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
- Multi-output local Gaussian process regression: applications to uncertainty quantification
- Multi-output separable Gaussian process: towards an efficient, fully Bayesian paradigm for uncertainty quantification
- Inference in Bayesian additive vector autoregressive tree models
- Posterior inference for sparse hierarchical non-stationary models
- Structure-based hyperparameter selection with Bayesian optimization in multidimensional scaling
- Vecchia-approximated Deep Gaussian Processes for Computer Experiments
- Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments
- A recursive local polynomial approximation method using Dirichlet clouds and radial basis functions
- The SPDE approach to Matérn fields: graph representations
- Classification and categorical inputs with treed Gaussian process models
- Emulation engines: choice and quantification of uncertainty for complex hydrological models
- Cases for the nugget in modeling computer experiments
- Argumentwise invariant kernels for the approximation of invariant functions
- Latent map Gaussian processes for mixed variable metamodeling
- Title not available (Why is that?)
- Computer experiments: a review
- Title not available (Why is that?)
- Importance sampling and its optimality for stochastic simulation models
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
- Model guided adaptive design and analysis in computer experiment
- Bayesian nonstationary Gaussian process models via treed process convolutions
- Bayesian model calibration for vacuum-ultraviolet photoionisation mass spectrometry
- Bayesian survival trees for clustered observations, applied to tooth prognosis
- Active Learning for Deep Gaussian Process Surrogates
- Dynamic simulation metamodeling using Mars: a case of radar simulation
- An adaptive sampling scheme guided by BART -- with an application to predict processor performance
- Adaptive slicing for functional slice inverse regression
- An enriched mixture model for functional clustering
- Semi-parametric adjustment to computer models
- Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model
- Variable selection via a multi-stage strategy
- Comparing emulation methods for a high-resolution storm surge model
- Iterative construction of Gaussian process surrogate models for Bayesian inference
- Varying coefficient models and design choice for Bayes linear emulation of complex computer models with limited model evaluations
- Deep Gaussian Process Emulation using Stochastic Imputation
- Bayesian optimization using deep Gaussian processes with applications to aerospace system design
- Generalized polynomial chaos-informed efficient stochastic kriging
- Discriminating Gaussian processes via quadratic form statistics
- An integrated method for simultaneous calibration and parameter selection in computer models
- Hierarchical Gaussian process models for improved metamodeling
- Merging two cultures: deep and statistical learning
- Comment on ``Probabilistic integration: a role in statistical computation?
- Identifying regions of inhomogeneities in spatial processes via an M‐RA and mixture priors
- Contour estimation via two fidelity computer simulators under limited resources
- Title not available (Why is that?)
- Bayesian emulation of complex computer models with structured partial discontinuities
- Global fitting of the response surface via estimating multiple contours of a simulator
- Gaussian Process Modeling of Heterogeneity and Discontinuities Using Voronoi Tessellations
- Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions
- GP-BART: a novel Bayesian additive regression trees approach using Gaussian processes
- A Function Emulation Approach for Doubly Intractable Distributions
- Functional inverted Wishart for Bayesian multivariate spatial modeling with application to regional climatology model data
Uses Software
This page was built for publication: Bayesian treed Gaussian process models with an application to computer modeling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3069848)
