[图书][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 …

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 …

Nearest‐neighbor sparse Cholesky matrices in spatial statistics

A Datta - Wiley Interdisciplinary Reviews: Computational …, 2022 - Wiley Online Library
Gaussian process (GP) is a staple in the toolkit of a spatial statistician. Well‐documented
computing roadblocks in the analysis of large geospatial datasets using GPs have now …

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 …

Gaussian process learning via Fisher scoring of Vecchia's approximation

J Guinness - Statistics and Computing, 2021 - Springer
We derive a single-pass algorithm for computing the gradient and Fisher information of
Vecchia's Gaussian process loglikelihood approximation, which provides a computationally …

Spatio-temporal DeepKriging for interpolation and probabilistic forecasting

P Nag, Y Sun, BJ Reich - Spatial Statistics, 2023 - Elsevier
Gaussian processes (GP) and Kriging are widely used in traditional spatio-temporal
modelling and prediction. These techniques typically presuppose that the data are observed …

Spectral adjustment for spatial confounding

Y Guan, GL Page, BJ Reich, M Ventrucci, S Yang - Biometrika, 2023 - academic.oup.com
Adjusting for an unmeasured confounder is generally an intractable problem, but in the
spatial setting it may be possible under certain conditions. We derive necessary conditions …

Competition on spatial statistics for large datasets

H Huang, S Abdulah, Y Sun, H Ltaief, DE Keyes… - Journal of Agricultural …, 2021 - Springer
As spatial datasets are becoming increasingly large and unwieldy, exact inference on
spatial models becomes computationally prohibitive. Various approximation methods have …

Modeling wildland fire burn severity in California using a spatial Super Learner approach

N Simafranca, B Willoughby, E O'Neil, S Farr… - … and Ecological Statistics, 2024 - Springer
Given the increasing prevalence of wildland fires in the Western US, there is a critical need
to develop tools to understand and accurately predict burn severity. We develop a novel …

The third competition on spatial statistics for large datasets

Y Hong, Y Song, S Abdulah, Y Sun, H Ltaief… - Journal of Agricultural …, 2023 - Springer
Given the computational challenges involved in calculating the maximum likelihood
estimates for large spatial datasets, there has been significant interest in the research …