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Activity Number:
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21
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Type:
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Topic Contributed
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Date/Time:
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Sunday, August 2, 2009 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Physical and Engineering Sciences
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| Abstract - #303680 |
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Title:
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Treed Gaussian Processes for Computer Model Emulation
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Author(s):
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Herbert Lee*+ and Robert B. Gramacy
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Companies:
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University of California, Santa Cruz and University of Cambridge
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Address:
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1156 High St, MS: SOE 2, Santa Cruz, CA, 95064,
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Keywords:
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computer simulator ; recursive partitioning ; nonstationary spatial model ; nonparametric regression
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Abstract:
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Motivated by a computer experiment for the design of a rocket booster, we explore nonstationary modeling methodologies that couple stationary Gaussian processes with treed partitioning. Partitioning is a simple but effective method for dealing with nonstationarity, providing a large degree of modeling flexibility while decreasing the computational effort. Heteroscedasticity can also be handled through partitioning.
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