{"464431":{"#nid":"464431","#data":{"type":"event","title":"Statistics Seminar - Robert Gramacy","body":[{"value":"\u003Cp\u003ETITLE: Local Gaussian process approximation for large computer experiments\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EWe provide a new approach to approximate emulation of large\u0026nbsp;computer experiments. By focusing expressly on desirable properties of\u0026nbsp;the predictive equations, we derive a family of\u0026nbsp;local\u0026nbsp;sequential\u0026nbsp;design schemes that dynamically define the support of a Gaussian\u0026nbsp;process predictor based on a\u0026nbsp;local\u0026nbsp;subset of the data. We further\u0026nbsp;derive expressions for fast sequential updating of all needed\u0026nbsp;quantities as the\u0026nbsp;local\u0026nbsp;designs are built-up iteratively. Then we show\u0026nbsp;how independent application of our\u0026nbsp;local\u0026nbsp;design strategy across the\u0026nbsp;elements of a vast predictive grid facilitates a trivially parallel\u0026nbsp;implementation. The end result is a global predictor able to take\u0026nbsp;advantage of modern multicore architectures, GPUs,\u0026nbsp;and cluster\u0026nbsp;computing, while at the same time allowing for a non stationary\u0026nbsp;modeling feature as a bonus. We demonstrate our method on examples\u0026nbsp;utilizing designs sized in the tens of thousands to over a million\u0026nbsp;data points.\u0026nbsp; Comparisons are made to the method of compactly\u0026nbsp;supported covariances, and we present applications to computer model\u0026nbsp;calibration of a radiative shock and the calculation of satellite drag.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Statistics Seminar - Robert Gramacy"}],"uid":"27187","created_gmt":"2015-10-30 07:58:31","changed_gmt":"2017-04-13 21:17:47","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2015-11-05T10:00:00-05:00","event_time_end":"2015-11-05T10:00:00-05:00","event_time_end_last":"2015-11-05T10:00:00-05:00","gmt_time_start":"2015-11-05 15:00:00","gmt_time_end":"2015-11-05 15:00:00","gmt_time_end_last":"2015-11-05 15:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[{"id":"78751","name":"Undergraduate students"},{"id":"78761","name":"Faculty\/Staff"},{"id":"174045","name":"Graduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}