Index: Robert B. Gramacy
I am an Associate Professor of Econometrics and Statistics in the Booth School of Business, and a fellow of the Computation Institute at The University of Chicago. My faculty webpage is here. You can find me in room HC338.
- My hockey paper was written up in Capital Ideas, and more recently here too. We've started a blog to discuss new developments and weekly updates of our player ability metrics.
- My paper on variable selection and sensitivity analysis with dynamic trees featured as a science highlight at Argonne.
- A working paper on earnings forecasts was written up in Capital Ideas.
- A working paper on credit ratings was written up in Capital Ideas.
Teaching & Research Highlights
In the 2014-15 academic year I am teaching
- one section of Bayesian Inference (BUS41913) in the Spring Quarter
My research interests include Bayesian modeling methodology, statistical computing, Monte Carlo inference, nonparametric regression, sequential design, and optimizaton under uncertainty. My application areas of interest include spatial data, sequential computer experiments, ecology, epidemiology, finance and public policy.
I am currently supervising the following students
- Anne Sutkoff (2012/Chicago Booth): A regular vine copula approach to endogenous regressors in brand value estimation models
Selected Recent Publications and Technical Reports
- Local Gaussian process approximation for large computer experiments (2014) with Dan Apley; to appear in Journal of Computational and Graphical Statistics; preprint on arXiv:1303.0383
- Information-theoretic data discarding for dynamic trees on data streams (2013) with Christoforos Anagnostopoulos; Entropy 15(12), pp. 5510-5535; preprint on arXiv:1201.5568.
- Estimating player contribution in hockey with regularized logistic regression (2013) with Shane Jensen, and Matt Taddy. Journal of Quantitative Analysis in Sports, 9(1), pp. 97-111; preprint on arXiv:1209.5026; also see our Capital Ideas article and blog.
- Variable selection and sensitivity analysis via dynamic trees with an application to computer code performance tuning (2013) with Matt Taddy and Stefan Wild. Annals of Applied Statistics, 7(1), pp. 51-80; preprint on arXiv:1108.4739; also see our science highlight at Argonne
- Cases for the nugget in modeling computer experiments (2012) with Herbie Lee. Statistics and Computing, 22(3), pp. 713-722; preprint on arXiv:1007.4580
Robert B. Gramacy -- 2013