Statistica Sinica

Volume 28,  Number 2, April 2018 

@corresponding author*
Computer Experiments and Uncertainty Quantification
@ Editorial@
Robert Gramcy, Ying Hung and Jeff Wu
 
551
  Uncertainty quantification with \-stable-process models
Rui Tuo*
  doi:10.5705/ss.202015.0367
553
@ Exploiting variance reduction potential in local Gaussian process search
Chih-Li Sung, Robert B. Gramacy and Benjamin Haaland*
Supp doi:10.5705/ss.202016.0138
577
@ Orthogonal Gaussian process models
Matthew Plumlee* and V. Roshan Joseph
Supp doi:10.5705/ss.202015.0404
601
  Gaussian process modeling with boundary information
Matthias Hwai Yong Tan*
  doi:10.5705/ss.202015.0249
621
@ Single nugget Kriging
Minyong R. Lee* and Art B. Owen
Supp doi:10.5705/ss.202016.0255
649
@ Sequential Pareto minimization of physical systems using calibrated computer simulators
Po-Hsu Allen Chen*, Thomas J. Santner and Angela M. Dean
Supp doi:10.5705/ss.202016.0163
671
@ Bayesian calibration of multistate stochastic simulators
Mathew T. Pratola* and Oksana Chkrebtii
Supp doi:10.5705/ss.202016.0403
693
@ Nonparametric functional calibration of computer models
D. Andrew Brown* and Sez Atamturktur
Supp doi:10.5705/ss.202015.0344
721
@ Prediction based on the Kennedy-O'Hagan calibration model: asymptotic consistency and other properties
Rui Tuo* and C. F. Jeff Wu
Supp doi:10.5705/ss.202016.0209
743
  Surrogate-assisted tuning for computer experiments with qualitative and quantitative parameters
Jiahong K. Chen, Ray-Bing Chen*, Akihiro Fujii, Reiji Suda and Weichung Wang
  doi:10.5705/ss.202017.0138
761
@ Sensitivity analysis and emulation for functional data using Bayesian adaptive splines
Devin Francom*, Bruno Sansó, Ana Kupresanin and Gardar Johannesson
Supp doi:10.5705/ss.202016.0130
791
@ Sensitivity analysis using permutations
Shifeng Xiong*, Xu He, Yuanzhen He and Weiyan Mu
Supp doi:10.5705/ss.202016.0035
817
@ Controlling correlations in sliced Latin hypercube designs
Jiajie Chen and Peter Qian*
Supp doi:10.5705/ss.202016.0151
839
@ Sequential design of experiments for estimating quantiles of black-box functions
T. Labopin-Richard and V. Picheny*
Supp doi:10.5705/ss.202016.0160
853
  A sequential maximum projection design framework for computer experiments with inert factors
Shan Ba, William R. Myers and Dianpeng Wang*
  doi:10.5705/ss.202016.0165
879
@ Computer experiments: prediction accuracy, sample size and model complexity revisited
Ofir Harari*, Derek Bingham, Angela Dean and Dave Higdon
Supp doi:10.5705/ss.202016.0217
899
@ Statistical-physical estimation of pollution emission
Youngdeok Hwang, Emre Barut* and Kyongmin Yeo
Supp doi:10.5705/ss.202016.0162
921
@ Generalized sparse precision matrix selection for fitting multivariate Gaussian random fields to large data sets
Sam Davanloo Tajbakhsh, Necdet Serhat Aybat and Enrique del Castillo*
Supp doi:10.5705/ss.202017.0091
941
General
  High-dimensional Gaussian copula regression: adaptive estimation and statistical inference
T. Tony Cai and Linjun Zhang*
Supp doi:10.5705/ss.202016.0041
963
  Multi-asset empirical martingale price estimators for financial derivatives
Shih-Feng Huang* and Guan-Chih Ciou
Supp doi:10.5705/ss.202016.0434
995
  Flexible dimension reduction in regression
Tao Wang and Lixing Zhu*
  doi:10.5705/ss.202016.0080
1009
@ Fully efficient robust estimation, outlier detection and variable selection via penalized regression
Dehan Kong, Howard D. Bondell* and Yichao Wu
Supp doi:10.5705/ss.202016.0441
1031
@ Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
Minsuk Shin, Anirban Bhattacharya* and Valen E. Johnson
Supp doi:10.5705/ss.202016.0167
1053
@ Estimating standard errors for importance sampling estimators with multiple Markov chains
Vivekananda Roy, Aixin Tan* and James M. Flegal
Supp doi:10.5705/ss.202016.0378
1079
  Errata-1   1103
  Errata-2
  1105

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