Bobby's Publications and Technical Reports

2009

• Particle learning of Gaussian process models for sequential design and optimization. (2009) with Nicholas Polson. Preprint on arXiv:0909.5262
• tgp: an R package for nonlinear regression by treed Gaussian processes. (2009) ISBA Bulletin, Software Spotlight; September 16(3).
• Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing. (2009) with Ester Pantaleo. Preprint on arXiv:0907.2135
• amei: an R package for the Adaptive Management of Epidemiological Interventions. (2009) with Dan Merl, Leah Johnson and Marc Mangel. Submitted to JSS; available an R vignettes in the amei package
• "Designing and analyzing a circuit device experiment using treed Gaussian processes". (2009) with Herbert K.H. Lee, Matt Taddy and Genetha A. Gray. To appear as a Chapter in the Handbook of Applied Bayesian Analysis
• A statistical framework for the adaptive management of epidemiological interventions. (2009) with Dan Merl, Leah Johnson and Marc Mangel. PLoS ONE 4(6): e5087
• Classification and categorical inputs with treed Gaussian process models. (2009) with Tamara Broderick. Preprint on arXiv:0904.4891
• Adaptive Design and Analysis of Supercomputer Experiments. (2009) with Herbert K.H. Lee. Technometrics, 51(2), pp. 130-145; preprint on arXiv:0805.4359
• MCMC methods for Bayesian mixtures of copulas. (2009) with Ricardo Silva. In in D. van Dyk and M. Welling (Eds.), proceedings of the Twelfth International Conference on Artificial Intellegence and Statistics (AISTATS), Clearwater Beach, Florida, April 16-18. JMLR: W&CP 5:512-519
• Categorical inputs, sensitivity analysis, optimization and importance tempering with tgp version 2, an R package for treed Gaussian process models (2009) with Matt Taddy. Submitted to JSS; available as one of two R vignettes in the tgp package
• LogConcDEAD: An R Package for Maximum Likelihood Estimation of a Multivariate Log-Concave Density. (2009) with Madeleine Cule and Richard Samworth. Journal of Statistical Software, 29(2). Snapshot of the R vignette for the LogConcDEAD package as of January 2009

2008-2007

• Importance tempering. (2008) with Richard Samworth, and Ruth King. To appear in Statistics and Computing; preprint on arXiv:0707.4242
• Gaussian Processes and Limiting Linear Models (2008) with Herbert K.H. Lee. Computational Statistics and Data Analysis, 53, pp. 123-136; preprint on arXiv:0804.4685 (full version of JSM06)
• On estimating covariances between many assets with histories of highly variable length. (2008) with Joo Hee Lee and Ricardo Silva. Preprint on arXiv:0710.5837
• Bayesian treed Gaussian process models with an application to computer modeling. (2008) with Herbert K.H. Lee. Journal of the American Statistical Association, 103(483), pp. 1119-1130; preprint on arXiv:0710.4536
• tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models. (2007) Journal of Statistical Software, 19(9). Snapshot of the R vignette for the tgp package as of June 2007.

2006-2005

• Enhancing parallel pattern search optimization with a Gaussian process oracle. (2006) Proceedings of the 14th NECDC, with G.A. Gray, M. Martinez-Canales, M.A. Taddy and H.K.H. Lee. Sandia techincal report: SAND2006-794C.
• Gaussian Processes and Limiting Linear Models (2006) with Herbert K.H. Lee. Proceedings of the American Statistical Association, Section on Bayesian Statistical Science, Seattle, WA.
• Bayesian treed Gaussian process models. (2005) Ph.D. Thesis. Department of Applied Math & Statistics, UC Santa Cruz. Winner of the Savage Award for 2006.
• Adaptive exploration of computer experiment parameter spaces. (2005) ISBA Bulletin, Applications; December 11(4), pp. 3-6 . An extended version of this paper, highlighting computation and implementation details, was one of four winners of the ASA (American Statistical Association) Section on Statistical Computing and Graphics student paper competition.

2004-2003

• Parameter space exploration with Gaussian process trees. (2004) with Herbert K. H. Lee and William G. Macready; Proceedings of the International Conference on Machine Learning (ICML) 353-360. Omnipress and ACM Digital Library.
• Adaptive Caching by Experts. (2003) Masters Thesis. Department of Computer Science, Baskin Engineering School, UC Santa Cruz. Also avaliable at the UCSC Science Library.
• Adaptive Caching by Refetching. (2003) with Manfred Warmuth, Scott Brandt, and Ismail Ari; Advances in on Neural Information Processing Systems (NIPS) 15; pp. 1465-1472. MIT Press

2002-2001

• ACME: Adaptive Caching Using Multiple Experts. (2002) with Ismail Ari, Ahmed Amer, Ethan Miller, Scott Brandt and Darrell Long; Proceedings in Informatics, vol. 14, pp. 142-158. Carelton Scientific
• Automatic Layout Based Verification of Electrostatic Discharge Paths. (2001) with P. Ngan, D. Oliver, T. Smedes, C-K Wong. ESD/EOS Symposium; Portland, OR, USA; p96.
• Computer Science Honors Thesis: Shortest Paths and Network Flow Algorithms for Electrostatic Discharge Analysis. (2001)
• Math Senior Seminar: Combinatorial Optimization: Matchings. (2001)