Publications and Technical Reports
Below is a complete list of publications with direct links to both journal content and preprints, where available. A historical technical report library contains preprints from 2006 and earlier; most subsequent ones are on the arXiv or SSRN. Also see my Google Scholar page.
- Anomaly detection in large-scale wind tunnel tests using Gaussian processes. (2017) with Ian Crandell, Anthony J. Millican, Robert Vasta, Scotland Leman, Eric Smith, Nathan Alexander, William Devenport, and Mickael Binois. 33rd AIAA Aerodynamic Measurement Technology and Ground Testing Conference.
- Potentially predictive variancereducing subsample locations in local Gaussian process regression (2017) with Chih-Li Sung and Benjamin Haaland. To appear in Statistica Sinica; preprint on arXiv:1604.04980
- Phenomenological forecasting of disease incidence using heteroskedastic Gaussian processes: a dengue case study (2017) with Leah Johnson, Jeremy Cohen, Erin Mordecai, Courtney Murdock, Jason Rohr, Sadie Ryan, Anna Stewart-Ibarra and Daniel Weikel; preprint on arXiv:1702.00261
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (2017) with Tim Graves, Christian Franzke, Nicholas Watkins and Elizabeth Trindale. To appear in Physica A.
- Practical heteroskedastic Gaussian process modeling for large simulation experiments (2016) with Mickael Binois and Mike Ludkovski; preprint on arXiv:1611.05902
- Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian (2016) with Victor Picheny, Stefan Wild and Sebastien Le Digabel. Advances in on Neural Information Processing Systems (NIPS) 29, pp. 1435-1443; preprint on arXiv:1605.09466
- Speeding up neighborhood search in local Gaussian process prediction (2016) with Benjamin Haaland; Technometrics, 58(3), pp. 294-303; preprint on arXiv:1409.0074
- laGP: Large-scale spatial modeling via local approximate Gaussian processes in R (2016); Journal of Statistical Software, 72(1), pp. 1-46; provided as a vignette in the laGP package
- Timing Foreign Exchange Markets (2016) with Samuel Malone and Enrique ter Horst; Econometrics, 4(1) 15; preprint available on SSRN:2154035.
- Modeling an augmented Lagrangian for blackbox constrained optimization (2016) with Genetha Gray, Sebastien Le Digabel, Herbie Lee, Pritam Ranjan, Garth Wells and Stefan Wild; Technometrics (with discussion), 58(1), pp. 1-11; preprint on arXiv:1403.4890
- Rejoinder (to Modeling an augmented Lagrangian for blackbox constrained optimization) (2016) with Genetha Gray, Sebastien Le Digabel, Herbie Lee, Pritam Ranjan, Garth Wells and Stefan Wild; Technometrics, 58(1), pp. 26-29
- Hockey player performance via regularized logistic regression (2016) with Matt Taddy and Sen Tian. Chapter in Handbook of Statistical Methods for Design and Analysis in Sports. J. Albert, M. Glickman, R. Koning, and T. Swartz, editors; preprint on arXiv:1510.02172
- Calibrating a large computer experiment simulating radiative shock hydrodynamics (2015) with Derek Bingham, James Paul Holloway, Michael J. Grosskopf, Carolyn C. Kuranz, Erica Rutter, Matt Trantham, R. Paul Drake; Annals of Applied Statistics, 9(3), pp. 1141-1168; preprint on arXiv:1410.3293
- Sequential design for optimal stopping problems (2015) with Mike Ludkovski; SIAM Journal on Financial Mathematics, 6(1), 748-775; preprint on arXiv:1309.3832
- Local Gaussian process approximation for large computer experiments (2015) with Dan Apley; Journal of Computational and Graphical Statistics, 24(2), pp. 561-578; preprint on arXiv:1303.0383
- Efficient Bayesian inference for natural time series using ARFIMA processes (2015) with Tim Graves, Christian Franzke and Nicholas Watkins; Nonlinear Processes in Geophysics, 22, pp. 679-200; preprint on arXiv:1403.2940
- The mesh adaptive direct search algorithm with treed Gaussian process surrogates (2015) with Sebastien Le Digabel; Pacific Journal of Optimization, 11(3), pp. 419-447; Les cahiers du GERAD #G-2011-37; preprint on OO:2011-07-3090
- Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets (2014) with Samuel Malone and Enrique ter Horst; Journal of Applied Econometrics, 29(1), pp. 22-41; preprint available here.
- Massively parallel approximate Gaussian process regression (2014) with Jarad Niemi and Robin Weiss; Journal of Uncertainty Quantification, 2(1), pp. 564-584; preprint on arXiv:1310.5182
- A brief history of long memory (2014) with Tim Graves, Christian Franzke and Nicholas Watkins; preprint on arXiv:1406.6018; also see our Capital Ideas article.
- Market-based credit ratings (2014) with Drew Creal and Ruey Tsay; Journal of Business and Economic Statistics, vol. 32 (3), pp. 430-444; preprint at SSRN:2310260; also see our Capital Ideas article.
- Empirical performance modeling of GPU kernels using active learning (2014) with Prasassa Balaprakash, Karl Rupp, Azamat Mametjanov, Paul Hovland and Stefan Wild; ParCo 2013 proceedings in Parallel Computing: Accelerating Computational Science and Engineering (CSE) vol. 25, pp. 646-655; preprint at ANL/MCS-P4097-0713
- Quantifiably secure power grid operation, management, and evolution: A study of uncertainties affecting the grid integration of renewables (2013) with with Genetha Gray, J-P. Watson, and Cesar Silva; technical report SAND2013-7886
- Information-theoretic data discarding for dynamic trees on data streams (2013) with Christoforos Anagnostopoulos; Entropy 15(12), pp. 5510-5535; preprint on arXiv:1201.5568. A short version was presented at the NIPS workshop on Bayesian Optimization, Experimental Design and Bandits (Granada, Spain)
- Bayesian treed response surface models (2013) with Hugh Chipman, Ed George and Rob McCulloch; WIREs Data Mining and Knowledge Discovery, 3(4)
- Active-learning-based surrogate models for empirical performance tuning (2013) with Prasassa Balaprakash and Stefan Wild; in IEEE Cluster 2013 proceedings; preprint at ANL/MCS-P4073-0513
- Bayesian quantile regression for single-index models (2013) with Yuao Hua and Heng Lian; Statistics and Computing, 23(4), 437-454; preprint on arXiv:1110.0219
- Variable selection and sensitivity analysis via dynamic trees with an application to computer code performance tuning (2013) with Matt Taddy and Stefan Wild. Annals of Applied Statistics, 7(1), pp. 51-80; preprint on arXiv:1108.4739; also see our science highlight at Argonne
- Estimating player contribution in hockey with regularized logistic regression (2013) with Shane Jensen, and Matt Taddy. Journal of Quantitative Analysis in Sports, 9(1), pp. 97-111; preprint on arXiv:1209.5026; also see our Capital Ideas articles (1) and (2), and blog
- Comment: on advances in expected improvement (2013). An invited discussion of "Quantile-Based Optimization of Noisy Computer Experiments with Tunable Precision" by V. Picheny, D. Ginsbourger and G. Caplin. Technometrics, 55(1), pp. 19-20.
- The Importance of Prior Choice in Model Selection: a Density Dependence Example (2013) with James Lawrence, Len Thomas and Stephen Buckland. Methods in Ecology and Evolution, 4(1), pp. 25-33; preprint on arXiv:1108.4912
- Gibbs sampling for ordinary, robust and logistic regression with Laplace priors (2013). Chapter in Bayesian Theory and Applications, honoring Adrian Smith; edited by P. Damien, P. Dellaportas, N.G. Polson and D.A.Stephens; pp 466-482, Oxford University Press
- Regression-based earnings forecasts (2012) with Joseph Gerakos; preprint available on SSRN:2112137; also see our Capital Ideas article.
- Gaussian process single-index models as emulators for computer experiments (2012) with Heng Lian; Technometrics, 54(1), pp. 30-41; preprint on arXiv:1009.4241
- Simulation-based regularized logistic regression (2012) with Nicholas Polson; Bayesian Analysis, 7(3), pp. 567-590; preprint on arXiv:1005.3430
- Cases for the nugget in modeling computer experiments (2012) with Herbie Lee. Statistics and Computing, 22(3), pp. 713-722; preprint on arXiv:1007.4580
- Robustness of estimators of long-range dependence and self-similarity under non-Gaussianity (2012) with Christian Franzke, Timothy Graves, Nicholas Watkins, and Cecilia Hughes; Philosophical Transactions of the Royal Society A, 370(1962), pp. 1250-1267; preprint on arXiv:1101.5018
- Dynamic trees for learning and design (2011) with Matt Taddy and Nicholas Polson. Journal of the American Statistical Association, 106(493), pp. 109-123; preprint on arXiv:0912.1586
- Optimization under unknown constraints (2011) with Herbie Lee. Valencia discussion paper, in Bayesian Statistics 9. Oxford University Press; preprint on arXiv:1004.4027
- Optimization subject to hidden constraints via statistical emulation (2011) with Herbie Lee, Crystal Linkletter and Genetha Gray. Pacific Journal of Optimization, 7(3), pp. 467-478; preprint on UCSC-SOE-10-10
- Particle learning of Gaussian process models for sequential design and optimization (2011) with Nicholas Polson. Journal of Computational and Graphical Statistics, 20(1), pp. 102-118; preprint on arXiv:0909.5262
- Classification and categorical inputs with treed Gaussian process models (2011) with Tamara Broderick. Journal of Classification, 28(2), 244-270; preprint on arXiv:0904.4891
- Gaussian Process Structural Equation Models with Latent Variables (2010) with Ricardo Silva. Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence (UAI 2010), P. Grunwald and P. Sprites, editors; preprint on arXiv:1002.4802
Rpackage for the Adaptive Management of Epidemiological Interventions (2010) with Dan Merl, Leah Johnson and Marc Mangel. Journal of Statistical Software, 36(6); available as an
Rvignette in the
- Treed Gaussian processes for classification (2010) with Tamara Broderick. In Hermann Locarek-Junge, Claus Weihs (editors): Classification as a tool for research. Proc. 11th Conference of the International Federation of Classification Societies (IFCS-09), University of Dresden, Germany, March 13-18, 2009. Springer-Verlag, Heidelberg-Berlin, pp. 101-108
- Designing and analyzing a circuit device experiment using treed Gaussian processes (2010) with Herbert K.H. Lee, Matt Taddy and Genetha A. Gray. Chapter in the Handbook of Applied Bayesian Analysis, Anthony O'Hagan and Mike West, editors; Oxford University Press
- Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (2010) with Ester Pantaleo. Bayesian Analysis 5(2), pp. 237-262; preprint on arXiv:0907.2135
Categorical inputs, sensitivity analysis,
optimization and importance tempering with
tgpversion 2, an
Rpackage for treed Gaussian process models (2010) with Matt Taddy. Journal of Statistical Software, 33(6); snapshot of one of two
Rvignettes in the
tgppackage as of January 2010
- Importance tempering (2010) with Richard Samworth, and Ruth King. Statistics and Computing 20(1), pp. 1-7; preprint on arXiv:0707.4242
Rpackage for nonlinear regression by treed Gaussian processes (2009). ISBA Bulletin, Software Spotlight; September 16(3).
- A statistical framework for the adaptive management of epidemiological interventions (2009) with Dan Merl, Leah Johnson and Marc Mangel. PLoS ONE 4(6): e5087
- Adaptive Design and Analysis of Supercomputer Experiments (2009) with Herbert K.H. Lee. Technometrics, 51(2), pp. 130-145; preprint on arXiv:0805.4359
- MCMC methods for Bayesian mixtures of copulas (2009) with Ricardo Silva. In D. van Dyk and M. Welling (Eds.), proceedings of the Twelfth International Conference on Artificial Intellegence and Statistics (AISTATS), Clearwater Beach, Florida, April 16-18. JMLR: W&CP 5:512-519
RPackage for Maximum Likelihood Estimation of a Multivariate Log-Concave Density (2009) with Madeleine Cule and Richard Samworth. Journal of Statistical Software, 29(2); snapshot of the
Rvignette for the
LogConcDEADpackage as of January 2009
2008 - 2007
- Gaussian Processes and Limiting Linear Models (2008) with Herbert K.H. Lee. Computational Statistics and Data Analysis, 53, pp. 123-136; preprint on arXiv:0804.4685 (full version of JSM06)
- On estimating covariances between many assets with histories of highly variable length (2008) with Joo Hee Lee and Ricardo Silva; preprint on arXiv:0710.5837
- Bayesian treed Gaussian process models with an application to computer modeling (2008) with Herbert K.H. Lee. Journal of the American Statistical Association, 103(483), pp. 1119-1130; preprint on arXiv:0710.4536
RPackage for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models (2007). Journal of Statistical Software, 19(9); snapshot of the
Rvignette for the
tgppackage as of June 2007
2006 - 2005
- Pattern search optimization with a treed Gaussian process oracle (2006). Proceedings of the 14th NECDC, with G.A. Gray, M. Martinez-Canales, M.A. Taddy and H.K.H. Lee; available as Sandia techincal report: SAND2006-794C.
- Gaussian Processes and Limiting Linear Models (2006) with Herbert K.H. Lee. Proceedings of the American Statistical Association, Section on Bayesian Statistical Science, Seattle, WA
- Bayesian treed Gaussian process models (2005). Ph.D. Thesis. Department of Applied Math & Statistics, UC Santa Cruz; winner of the Savage Award for 2006
- Adaptive exploration of computer experiment parameter spaces (2005). ISBA Bulletin, Applications; December 11(4), pp. 3-6; an extended version of this paper, highlighting computation and implementation details, was one of four winners of the ASA (American Statistical Association) Section on Statistical Computing and Graphics student paper competition
2004 - 2003
- Parameter space exploration with Gaussian process trees (2004) with Herbert K. H. Lee and William G. Macready. Proceedings of the International Conference on Machine Learning (ICML) 353-360; Omnipress and ACM Digital Library
- Adaptive Caching by Experts (2003). Masters Thesis. Department of Computer Science, Baskin Engineering School, UC Santa Cruz; also avaliable at the UCSC Science Library.
- Adaptive Caching by Refetching (2003) with Manfred Warmuth, Scott Brandt, and Ismail Ari. Advances in on Neural Information Processing Systems (NIPS) 15; pp. 1465-1472; MIT Press
2002 - 2001
- ACME: Adaptive Caching Using Multiple Experts (2002) with Ismail Ari, Ahmed Amer, Ethan Miller, Scott Brandt and Darrell Long; Proceedings in Informatics, vol. 14, pp. 142-158; Carelton Scientific
- Automatic Layout Based Verification of Electrostatic Discharge Paths (2001) with P. Ngan, D. Oliver, T. Smedes, C-K Wong. ESD/EOS Symposium; Portland, OR, USA; p96
- Computer Science Honors Thesis: Shortest Paths and Network Flow Algorithms for Electrostatic Discharge Analysis (2001)
- Math Senior Seminar: Combinatorial Optimization: Matchings (2001)