Robert B. Gramacy Professor of Statistics

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. To appear in Annals of Applied Statistics; 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.
  • A brief history of long memory (2017) with Tim Graves, Christian Franzke and Nicholas Watkins. To appear in Entropy; preprint on arXiv:1406.6018; also see our Chicago Booth Review article.









2008 - 2007

2006 - 2005

2004 - 2003

2002 - 2001