Surrogates: Gaussian Process Modeling, Design, and Optimization for the Applied Sciences

Surrogates: Gaussian Process Modeling, Design, and Optimization for the Applied Sciences
ISBN-10
1000766527
ISBN-13
9781000766523
Category
Mathematics
Pages
659
Language
English
Published
2020-03-10
Publisher
CRC Press
Author
Robert B. Gramacy

Description

Computer simulation experiments are essential to modern scientific discovery, whether that be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are meta-models of computer simulations, used to solve mathematical models that are too intricate to be worked by hand. Gaussian process (GP) regression is a supremely flexible tool for the analysis of computer simulation experiments. This book presents an applied introduction to GP regression for modelling and optimization of computer simulation experiments. Features: • Emphasis on methods, applications, and reproducibility. • R code is integrated throughout for application of the methods. • Includes more than 200 full colour figures. • Includes many exercises to supplement understanding, with separate solutions available from the author. • Supported by a website with full code available to reproduce all methods and examples. The book is primarily designed as a textbook for postgraduate students studying GP regression from mathematics, statistics, computer science, and engineering. Given the breadth of examples, it could also be used by researchers from these fields, as well as from economics, life science, social science, etc.

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