4 citations · 11 across the 6 of their papers we have counts for
4 papers · 1 filter
Modeling an Augmented Lagrangian for Blackbox Constrained Optimization
Robert B. Gramacy, Genetha A. Gray, Sebastien Le Digabel +4
Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially…
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 Processes and Limiting Linear Models
Robert B. Gramacy, Herbert K. H. Lee
Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. Ho…
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…