Statistical Modeling of Nonlinear Systems

Statistical models can be used to build faster approximations of complex stochastic and deterministic nonlinear systems, typically computer simulations experiments. These statistical models are typically stochastic process models, and they can assist with design, prediction, calibration, optimization, and uncertainty quantification for computer experiments.
 
 
                        
 
The plot shows the predicted pitch force on a rocket booster as it re-enters the atmosphere as a function of speed and angle of attack.
 
Recent Publications
  1. M. A. R. Ferreira and H. K. H. Lee, ``Multiscale Modeling: A Bayesian Perspective'', Springer series in statistics, 2007. (PDF)
  2. R. B. Gramacy and H. K. H. Lee, ``Bayesian treed Gaussian process models with an application to computer modeling'', Journal of the American Statistical Association, 2008, 103, pp. 1119-1130. (PDF)
  3. M. A. Taddy, H. K. H. Lee, G. A. Gray and G. D. Griffin``Bayesian guided pattern search for robust local optimization'', Technometrics, 2009, 51(4), pp. 389-401. (PDF)
  4. P. Perdikaris, D. Venturi, J. Royset and G. E. Karniadakis, ``Multi-fidelity modeling via recursive co-kriging and Gaussian Markov random fields'', Proc. R. Soc. A, 2015, 471 (2179), pp. 1-22. (PDF)