112 citations · 227 across the 26 of their papers we have counts for
4 papers · 1 filter
Local Gaussian Process Model for Large-scale Dynamic Computer Experiments
Ru Zhang, Chunfang Devon Lin, Pritam Ranjan
The recent accelerated growth in the computing power has generated popularization of experimentation with dynamic computer models in various physical and engineering applications.…
Inverse problem for time-series valued computer model via scalarization
Pritam Ranjan, Mark Thomas, Holger Teismann +1
For an expensive to evaluate computer simulator, even the estimate of the overall surface can be a challenging problem. In this paper, we focus on the estimation of the inverse sol…
Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors
Sujay Mukhoti, Pritam Ranjan
In an efficient stock market, the log-returns and their time-dependent variances are often jointly modelled by stochastic volatility models (SVMs). Many SVMs assume that errors in…
Design of Computer Experiments for Optimization, Estimation of Function Contours, and Related Objectives
Derek Bingham, Pritam Ranjan, William Welch
A computer code or simulator is a mathematical representation of a physical system, for example a set of differential equations. Running the code with given values of the vector of…