9 citations · 11 across the 3 of their papers we have counts for
3 papers
stat.AP2008
Adaptive design and analysis of supercomputer experiments
Robert B. Gramacy, Herbert K. H. Lee
Computer experiments are often performed to allow modeling of a response surface of a physical experiment that can be too costly or difficult to run except using a simulator. Runni…
stat.ME2007★ 9 cited
On estimating covariances between many assets with histories of highly variable length
Robert B. Gramacy, Joo Hee Lee, Ricardo Silva
Quantitative portfolio allocation requires the accurate and tractable estimation of covariances between a large number of assets, whose histories can greatly vary in length. Such d…
stat.ME2007★ 2 cited
Bayesian treed Gaussian process models with an application to computer modeling
Robert B. Gramacy, Herbert K. H. Lee
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…