Index: Robert B. Gramacy
I am an Associate Professor of Econometrics and Statistics, Robert King Steel Faculty Fellow, 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.
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.
Selected Recent Publications and Technical Reports
- Modeling an augmented Lagrangian for improved blackbox constrained optimization (2014) with Genetha Gray, Sebastien Le Digabel, Herbie Lee, Pritam Ranjan, Garth Wells and Stefan Wild; preprint on arXiv:1403.4890
- Calibrating a large computer experiment simulating radiative shock hydrodynamics (2014) with Derek Bingham, James Paul Holloway, Michael J. Grosskopf, Carolyn C. Kuranz, Erica Rutter, Matt Trantham, Paul R. Drake; preprint on arXiv:1410.3293
- 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
- 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
Robert B. Gramacy -- 2014