Gaussian Process Modeling, Design and Optimization - Robert "Bobby" Gramacy, Virginia Tech
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This course details statistical techniques at the interface between geostatistics, machine learning, mathematical modeling via computer simulation, calibration of computer models to data from field experiments, and model-based sequential design and optimization under uncertainty (a.k.a. Bayesian Optimization). The treatment will include some of the historical methodology in the literature, and canonical examples, but will primarily concentrate on modern statistical methods, computation and implementation, as well as modern application/data type and size. The course will return at several junctures to real-word experiments coming from the physical, biological and engineering sciences, such as studying the aeronautical dynamics of a rocket booster re-entering the atmosphere; modeling the drag on satellites in orbit; designing a hydrological remediation scheme for water sources threatened by underground contaminants; studying the formation of supernova via radiative shock hydrodynamics; modeling the evolution a spreading epidemic. The course material will emphasize deriving and implementing methods over proving theoretical properties.