184 citations · 815 across the 63 of their papers we have counts for
5 papers · 1 filter
Gaussian process single-index models as emulators for computer experiments
Robert B. Gramacy, Heng Lian
A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) r…
Cases for the nugget in modeling computer experiments
Robert B. Gramacy, Herbert K. H. Lee
Most surrogate models for computer experiments are interpolators, and the most common interpolator is a Gaussian process (GP) that deliberately omits a small-scale (measurement) er…
Simulation-based Regularized Logistic Regression
Robert B. Gramacy, Nicholas G. Polson
In this paper, we develop a simulation-based framework for regularized logistic regression, exploiting two novel results for scale mixtures of normals. By carefully choosing a hier…
Optimization Under Unknown Constraints
Robert B. Gramacy, Herbert K. H. Lee
Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that…
Gaussian Process Structural Equation Models with Latent Variables
Ricardo Silva, Robert B. Gramacy
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by…