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

Language: English

Published by Chapman And Hall/CRC, 2021

1032242558 / 9781032242552

Series: Book 69 of 126 - Chapman & Hall/CRC Texts in Statistical Science

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nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…

Seller Inventory # 9781032242552

Title
Surrogates : Gaussian Process Modeling, Design, and Optimization for the Applied Sciences
Author
Robert B. Gramacy
Publisher
Chapman And Hall/CRC
Publication year
2021
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1032242558
ISBN 13
9781032242552
Item weight
1,040 grams
Dimensions
254x178x30 mm
Series
Book 69 of 126: Chapman & Hall/CRC Texts in Statistical Science

AHA-BUCH GmbH

Einbeck, Germany

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