¡@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 |
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1103 |
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Errata-2
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1105 |