Surrogates Gaussian process modeling, design, and optimization for the applied sciences

"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&quo...

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1. Verfasser: Gramacy, Robert B. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Boca Raton, FL CRC Press 2020
Schriftenreihe:Chapman & Hall/CRC texts in statistical science series
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Online-Zugang:https://www.taylorfrancis.com/books/9780367815493
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MARC

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spelling Gramacy, Robert B. Verfasser aut
Surrogates Gaussian process modeling, design, and optimization for the applied sciences Robert B. Gramacy
Boca Raton, FL CRC Press 2020
London Taylor & Francis Group
1 Online-Ressource (xv, 543 pages)
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c rdamedia
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Chapman & Hall/CRC texts in statistical science series
"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"--...
Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf
Dynamisches System (DE-588)4013396-5 gnd rswk-swf
Statistisches Modell (DE-588)4121722-6 gnd rswk-swf
Gauß-Prozess (DE-588)4156111-9 gnd rswk-swf
Modellierung (DE-588)4170297-9 gnd rswk-swf
Electronic books
Statistisches Modell (DE-588)4121722-6 s
Stochastische Analysis (DE-588)4132272-1 s
Dynamisches System (DE-588)4013396-5 s
Modellierung (DE-588)4170297-9 s
Gauß-Prozess (DE-588)4156111-9 s
DE-604
Erscheint auch als Druck-Ausgabe 978-0-367-41542-6
https://www.taylorfrancis.com/books/9780367815493 Verlag
spellingShingle Gramacy, Robert B.
Surrogates Gaussian process modeling, design, and optimization for the applied sciences
Stochastische Analysis (DE-588)4132272-1 gnd
Dynamisches System (DE-588)4013396-5 gnd
Statistisches Modell (DE-588)4121722-6 gnd
Gauß-Prozess (DE-588)4156111-9 gnd
Modellierung (DE-588)4170297-9 gnd
subject_GND (DE-588)4132272-1
(DE-588)4013396-5
(DE-588)4121722-6
(DE-588)4156111-9
(DE-588)4170297-9
title Surrogates Gaussian process modeling, design, and optimization for the applied sciences
title_auth Surrogates Gaussian process modeling, design, and optimization for the applied sciences
title_exact_search Surrogates Gaussian process modeling, design, and optimization for the applied sciences
title_full Surrogates Gaussian process modeling, design, and optimization for the applied sciences Robert B. Gramacy
title_fullStr Surrogates Gaussian process modeling, design, and optimization for the applied sciences Robert B. Gramacy
title_full_unstemmed Surrogates Gaussian process modeling, design, and optimization for the applied sciences Robert B. Gramacy
title_short Surrogates
title_sort surrogates gaussian process modeling design and optimization for the applied sciences
title_sub Gaussian process modeling, design, and optimization for the applied sciences
topic Stochastische Analysis (DE-588)4132272-1 gnd
Dynamisches System (DE-588)4013396-5 gnd
Statistisches Modell (DE-588)4121722-6 gnd
Gauß-Prozess (DE-588)4156111-9 gnd
Modellierung (DE-588)4170297-9 gnd
topic_facet Stochastische Analysis
Dynamisches System
Statistisches Modell
Gauß-Prozess
Modellierung
url https://www.taylorfrancis.com/books/9780367815493
work_keys_str_mv AT gramacyrobertb surrogatesgaussianprocessmodelingdesignandoptimizationfortheappliedsciences