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1

Market-Based Credit Ratings

Creal, Drew D., Gramacy, Robert B., Tsay, Ruey S.

Journal:

Journal of Business and Economic Statistics

Year:

2014

Language:

english

File:

PDF, 539 KB

english, 2014

2

Estimating player contribution in hockey with regularized logistic regression

Gramacy, Robert B., Jensen, Shane T., Taddy, Matt

Journal:

Journal of Quantitative Analysis in Sports

Year:

2013

Language:

english

File:

PDF, 1.80 MB

english, 2013

3

Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing

Gramacy, Robert B., Pantaleo, Ester

Journal:

Bayesian Analysis

Year:

2010

Language:

english

File:

PDF, 421 KB

english, 2010

4

Importance tempering

Robert Gramacy, Richard Samworth, Ruth King

Journal:

Statistics and Computing

Year:

2010

Language:

english

File:

PDF, 325 KB

english, 2010

5

[IEEE 2013 IEEE International Conference on Cluster Computing (CLUSTER) - Indianapolis, IN, USA (2013.09.23-2013.09.27)] 2013 IEEE International Conference on Cluster Computing (CLUSTER) - Active-learning-based surrogate models for empirical performance tuning

Balaprakash, Prasanna, Gramacy, Robert B., Wild, Stefan M.

Year:

2013

Language:

english

File:

PDF, 4.14 MB

english, 2013

6

Bayesian Treed Gaussian Process Models With an Application to Computer Modeling

Gramacy, Robert B, Lee, Herbert K. H

Journal:

Journal of the American Statistical Association

Year:

2008

Language:

english

File:

PDF, 2.13 MB

english, 2008

7

Simulation-based Regularized Logistic Regression

Gramacy, Robert B., Polson, Nicholas G.

Journal:

Bayesian Analysis

Year:

2012

Language:

english

File:

PDF, 457 KB

english, 2012

8

Local Gaussian Process Approximation for Large Computer Experiments

Gramacy, Robert B., Apley, Daniel W.

Journal:

Journal of Computational and Graphical Statistics

Year:

2015

Language:

english

File:

PDF, 2.04 MB

english, 2015

9

Sequential Design for Optimal Stopping Problems

Gramacy, Robert B., Ludkovski, Michael

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 1.10 MB

english, 2015

10

Comment on Article by Page and Quintana

B. Gramacy, Robert, Lee, Herbert K. H.

Journal:

Bayesian Analysis

Year:

2016

Language:

english

File:

PDF, 100 KB

english, 2016

11

Calibrating a large computer experiment simulating radiative shock hydrodynamics

Gramacy, Robert B., Bingham, Derek, Holloway, James Paul, Grosskopf, Michael J., Kuranz, Carolyn C., Rutter, Erica, Trantham, Matt, Drake, R. Paul

Journal:

The Annals of Applied Statistics

Year:

2015

Language:

english

File:

PDF, 1.80 MB

english, 2015

12

Comment on Article by Pratola

Gramacy, Robert B.

Journal:

Bayesian Analysis

Year:

2016

Language:

english

File:

PDF, 129 KB

english, 2016

13

Timing Foreign Exchange Markets

Malone, Samuel, Gramacy, Robert, ter Horst, Enrique

Journal:

Year:

2016

Language:

english

File:

PDF, 337 KB

english, 2016

14

Regression-Based Earnings Forecasts

Gerakos, Joseph J., Gramacy, Robert B.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 546 KB

english, 2012

15

Gaussian processes and limiting linear models

Robert B. Gramacy, Herbert K.H. Lee

Journal:

Computational Statistics & Data Analysis

Year:

2008

Language:

english

File:

PDF, 2.42 MB

english, 2008

16

Classification and Categorical Inputs with Treed Gaussian Process Models

Tamara Broderick, Robert B. Gramacy

Journal:

Journal of Classification

Year:

2011

Language:

english

File:

PDF, 597 KB

english, 2011

17

Cases for the nugget in modeling computer experiments

Robert B. Gramacy, Herbert K. H. Lee

Journal:

Statistics and Computing

Year:

2012

Language:

english

File:

PDF, 616 KB

english, 2012

18

The importance of prior choice in model selection: a density dependence example

Lawrence, James D., Gramacy, Robert B., Thomas, Len, Buckland, Stephen T., Freckleton, Robert

Journal:

Methods in Ecology and Evolution

Year:

2013

Language:

english

File:

PDF, 777 KB

english, 2013

19

Comment: On Advances in Expected Improvement

Gramacy, Robert B.

Journal:

Year:

2013

Language:

english

File:

PDF, 94 KB

english, 2013

20

Bayesian quantile regression for single-index models

Yuao Hu, Robert B. Gramacy, Heng Lian

Journal:

Statistics and Computing

Year:

2013

Language:

english

File:

PDF, 1.51 MB

english, 2013

21

EXCHANGE RATE FUNDAMENTALS, FORECASTING, AND SPECULATION: BAYESIAN MODELS IN BLACK MARKETS

Gramacy, Robert, Malone, Samuel W., Horst, Enrique Ter

Journal:

Journal of Applied Econometrics

Year:

2014

Language:

english

File:

PDF, 187 KB

english, 2014

22

Bayesian Treed Gaussian Process Models with an Application to Computer Modeling

Robert B. Gramacy and Herbert K. H. Lee

Journal:

Journal of the American Statistical Association

Year:

2008

Language:

english

File:

PDF, 2.16 MB

english, 2008

23

Gaussian Process Single-Index Models as Emulators for Computer Experiments

Gramacy, Robert B., Lian, Heng

Journal:

Year:

2012

Language:

english

File:

PDF, 2.00 MB

english, 2012

24

Massively Parallel Approximate Gaussian Process Regression

Gramacy, Robert B., Niemi, Jarad, Weiss, Robin M.

Journal:

SIAM/ASA Journal on Uncertainty Quantification

Year:

2014

Language:

english

File:

PDF, 380 KB

english, 2014

25

Adaptive Design and Analysis of Supercomputer Experiments

Gramacy, Robert B., Lee, Herbert K. H.

Journal:

Year:

2009

Language:

english

File:

PDF, 1.64 MB

english, 2009

26

Bayesian treed response surface models

Chipman, Hugh, George, Edward I., Gramacy, Robert B., McCulloch, Robert

Journal:

Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery

Year:

2013

Language:

english

File:

PDF, 632 KB

english, 2013

27

Modeling an Augmented Lagrangian for Blackbox Constrained Optimization

Gramacy, Robert B., Gray, Genetha A., Le Digabel, Sébastien, Lee, Herbert K.H., Ranjan, Pritam, Wells, Garth, Wild, Stefan M.

Journal:

Year:

2015

Language:

english

File:

PDF, 1.59 MB

english, 2015

28

Dynamic Trees for Learning and Design

Taddy, Matthew A., Gramacy, Robert B., Polson, Nicholas G.

Journal:

Journal of the American Statistical Association

Year:

2011

Language:

english

File:

PDF, 938 KB

english, 2011

29

Particle Learning of Gaussian Process Models for Sequential Design and Optimization

Gramacy, Robert B., Polson, Nicholas G.

Journal:

Journal of Computational and Graphical Statistics

Year:

2011

Language:

english

File:

PDF, 1.57 MB

english, 2011

30

Information-Theoretic Data Discarding for Dynamic Trees on Data Streams

Anagnostopoulos, Christoforos, Gramacy, Robert

Journal:

Year:

2013

Language:

english

File:

PDF, 759 KB

english, 2013

31

[ACM Press Twenty-first international conference - Banff, Alberta, Canada (2004.07.04-2004.07.08)] Twenty-first international conference on Machine learning - ICML '04 - Parameter space exploration with Gaussian process trees

Gramacy, Robert B., Lee, Herbert K. H., Macready, William G.

Year:

2004

Language:

english

File:

PDF, 269 KB

english, 2004

32

Rejoinder

Gramacy, Robert B., Gray, Genetha A., Le Digabel, Sébastien, Lee, Herbert K. H., Ranjan, Pritam, Wells, Garth, Wild, Stefan M.

Journal:

Year:

2016

Language:

english

File:

PDF, 405 KB

english, 2016

33

Speeding up neighborhood search in local Gaussian process prediction

Gramacy, Robert B., Haaland, Benjamin

Journal:

Year:

2015

Language:

english

File:

PDF, 1.00 MB

english, 2015

34

Adaptive Design and Analysis of Supercomputer Experiments

Robert B. Gramacy and Herbert K. H. Lee

Journal:

Year:

2009

Language:

english

File:

PDF, 3.09 MB

english, 2009

35

Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning

Gramacy, Robert B., Taddy, Matt, Wild, Stefan M.

Journal:

The Annals of Applied Statistics

Year:

2013

Language:

english

File:

PDF, 1.31 MB

english, 2013

36

Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models

Graves, Timothy, Franzke, Christian L.E., Watkins, Nicholas W., Gramacy, Robert B., Tindale, Elizabeth

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 567 KB

english, 2017

37

[American Institute of Aeronautics and Astronautics 33rd AIAA Aerodynamic Measurement Technology and Ground Testing Conference - Denver, Colorado ()] 33rd AIAA Aerodynamic Measurement Technology and Ground Testing Conference - Anomaly Detection in Large-Scale Wind Tunnel Tests Using Gaussian Processes

Crandell, Ian, Millican, Anthony J., Leman, Scotland, Smith, Eric, Alexander, William N., Devenport, William J., Vasta, Robert, Gramacy, Robert, Binois, Mickael

Language:

english

File:

PDF, 4.74 MB

english

38

Phenomenological forecasting of disease incidence using heteroskedastic Gaussian processes: A dengue case study

Johnson, Leah R., Gramacy, Robert B., Cohen, Jeremy, Mordecai, Erin, Murdock, Courtney, Rohr, Jason, Ryan, Sadie J., Stewart-Ibarra, Anna M., Weikel, Daniel

Journal:

The Annals of Applied Statistics

Year:

2018

Language:

english

File:

PDF, 777 KB

english, 2018

39

Practical heteroskedastic Gaussian process modeling for large simulation experiments

Binois, Mickaël, Gramacy, Robert B., Ludkovski, Mike

Journal:

Journal of Computational and Graphical Statistics

Year:

2018

Language:

english

File:

PDF, 1.47 MB

english, 2018

40

Replication or exploration? Sequential design for stochastic simulation experiments

Binois, Mickaël, Huang, Jiangeng, Gramacy, Robert B., Ludkovski, Mike

Journal:

Year:

2018

Language:

english

File:

PDF, 1.36 MB

english, 2018

41

A Statistical Framework for the Adaptive Management of Epidemiological Interventions

Merl, Daniel, Johnson, Leah R., Gramacy, Robert B., Mangel, Marc, Yang, Yang

Journal:

Year:

2009

Language:

english

File:

PDF, 454 KB

english, 2009

42

A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980

Graves, Timothy, Gramacy, Robert, Watkins, Nicholas, Franzke, Christian

Journal:

Year:

2017

Language:

english

File:

PDF, 812 KB

english, 2017

43

A shiny update to an old experiment game

Gramacy, Robert B.

Journal:

The American Statistician

Year:

2018

Language:

english

File:

PDF, 722 KB

english, 2018

44

Market-Based Credit Ratings

Creal, Drew D., Gramacy, Robert B., Tsay, Ruey S.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 332 KB

english, 2012

45

A Case Study Competition Among Methods for Analyzing Large Spatial Data

Heaton, Matthew J., Datta, Abhirup, Finley, Andrew O., Furrer, Reinhard, Guinness, Joseph, Guhaniyogi, Rajarshi, Gerber, Florian, Gramacy, Robert B., Hammerling, Dorit, Katzfuss, Matthias, Lindgren, F

Journal:

Journal of Agricultural, Biological, and Environmental Statistics

Year:

2018

Language:

english

File:

PDF, 948 KB

english, 2018

46

Synthesizing simulation and field data of solar irradiance

Sun, Furong, Gramacy, Robert B., Haaland, Benjamin, Lu, Siyuan, Hwang, Youngdeok

Journal:

Statistical Analysis and Data Mining

Year:

2019

File:

PDF, 2.44 MB

2019

47

Emulating Satellite Drag from Large Simulation Experiments

Sun, Furong, Gramacy, Robert B., Haaland, Benjamin, Lawrence, Earl, Walker, Andrew

Journal:

SIAM/ASA Journal on Uncertainty Quantification

Year:

2019

Language:

english

File:

PDF, 2.40 MB

english, 2019

48

Emulating Satellite Drag from Large Simulation Experiments

Sun, Furong, Gramacy, Robert B., Haaland, Benjamin, Lawrence, Earl, Walker, Andrew

Journal:

SIAM/ASA Journal on Uncertainty Quantification

Year:

2019

File:

PDF, 2.40 MB

2019

49

Parameter and Uncertainty Estimation for Dynamical Systems Using Surrogate Stochastic Processes

Chung, Matthias, Binois, Mickaël, Gramacy, Robert B., Bardsley, Johnathan M., Moquin, David J., Smith, Amanda P., Smith, Amber M.

Journal:

SIAM Journal on Scientific Computing

Year:

2019

File:

PDF, 3.94 MB

2019

50

Assessing Bayes factor surfaces using interactive visualization and computer surrogate modeling

Franck, Christopher T., Gramacy, Robert B.

Journal:

The American Statistician

Year:

2019

Language:

english

File:

PDF, 972 KB

english, 2019

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