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

Surrogates: Gaussian Process Modeling, Design, and Optimization for the Applied Sciences (Hardback)

By Gramacy, Robert B.

  • RRP: $196.00
  • $196.00
  • Pub Date
    23 Jan 20

Surrogates: a graduate textbook, or professional handbook, on topics at the interface between machine learning, spatial statistics, computer simulation, meta-modeling (i.e., emulation), design of experiments, and optimization. Experimentation through simulation, human out-of-the-...loop statistical support (focusing on the science), management of dynamic processes, online and real-time analysis, automation, and practical application are at the forefront. Topics include: Gaussian process (GP) regression for flexible nonparametric and nonlinear modeling. Applications to uncertainty quantification, sensitivity analysis, calibration of computer models to field data, sequential design/active learning and (blackbox/Bayesian) optimization under uncertainty. Advanced topics include treed partitioning, local GP approximation, modeling of simulation experiments (e.g., agent-based models) with coupled nonlinear mean and variance (heteroskedastic) models. Treatment appreciates historical response surface methodology (RSM) and canonical examples, but emphasizes contemporary methods and implementation in R at modern scale. Rmarkdown facilitates a fully reproducible tour, complete with motivation from, application to, and illustration with, compelling real-data examples. Presentation targets numerically competent practitioners in engineering, physical, and biological sciences. Writing is statistical in form, but the subjects are not about statistics. Rather, they're about prediction and synthesis under uncertainty; about visualization and information, design and decision making, computing and clean code.
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ISBN 9780367415426
Released AU 23 Jan 2020
Publisher Taylor & Francis Ltd
Format Hardback
Series Chapman & Hall/CRC Texts in Statistical Science
Availability
Available for pre-order, ships once released

Full details for this title

ISBN-13 9780367415426
Stock Release date is 23 January 2020
Status Available for pre-order, ships once released
Publisher Taylor & Francis Ltd
Imprint CRC Press
Released 23 Jan 2020
Publication Country United Kingdom United Kingdom
Format Hardback
Author(s) By Gramacy, Robert B.
Series Chapman & Hall/CRC Texts in Statistical Science
Category Probability & Statistics
Number of Pages 545
Dimensions Width: 178mm
Height: 254mm
Dewey Code Not specified
Weight Not specified - defaults to 1,000g
Interest Age 16+ years
Reading Age 16+ years
ONIX Text College/higher education

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