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.
General
Imprint: |
Taylor & Francis
|
Country of origin: |
United Kingdom |
Series: |
Chapman & Hall/CRC Texts in Statistical Science |
Release date: |
December 2021 |
First published: |
2020 |
Authors: |
Robert B. Gramacy
|
Dimensions: |
254 x 178mm (L x W) |
Format: |
Paperback
|
Pages: |
560 |
ISBN-13: |
978-1-03-224255-2 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
1-03-224255-8 |
Barcode: |
9781032242552 |
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