Welcome

Surrogates is a graduate textbook, or professional handbook, on topics at the interface between machine learning, spatial statistics, computer simulation, meta-modeling (i.e., emulation), design of experiments, and optimization. Experimentation through simulation, “human out-of-the-loop” statistical support, management of dynamic processes, online and real-time analysis, automation, and practical application are at the forefront.

Front cover

(Lake Wanaka, New Zealand)

(Lake Wanaka, New Zealand)

Back cover

Topics include …

  • Gaussian process (GP) regression for flexible nonparametric and nonlinear modeling.
  • Uncertainty quantification, sensitivity analysis, calibration, sequential design/active learning and (blackbox/Bayesian) optimization.
  • Advanced topics: treed partitioning, local GP approximation, coupled nonlinear mean and variance (heteroskedastic) models.
  • Treatment appreciates historical response surface methodology (RSM), but emphasizes contemporary methods and implementation in R at modern scale.
  • Rmarkdown facilitates a fully reproducible tour, complete with motivation from, application to, and illustration with, compelling real-data examples.

Presentation targets numerically competent practitioners in engineering, physical, and biological sciences. Writing is statistical in form, but the subjects are not about statistics. Rather, they’re about prediction and synthesis under uncertainty; about visualization and information, design and decision making, computing and clean code.

Dedication

Best fam ever

Leah, Natalia, Kaspar

Access, content and errata

This book is published by CRC Press in the Statistics Texts Series. You can buy the book from CRC Press, or Amazon, Barnes & Noble, etc.

  • An electronic “print version” is available, however please consider buying a copy in print form. Royalties will help subsidize the whiskey consumed in producing this content.
  • Access to solution files may be granted to instructors who reach out to the author directly. Sharing of access to/copies of solution files is strictly prohibited.
  • The book web page contains links to data files and other supplementary code and material.
  • Comments/corrections by email are much appreciated. The plan is to update the HTML version in real-time so errata corrections would apply to the official print/PDF version only.
  • More details on content and style are outlined in the Preface.

Please use the BibTeX entry below for citation.

@book{gramacy2020surrogates,
  title = {Surrogates: {G}aussian Process Modeling, Design and \
    Optimization for the Applied Sciences},
  author = {Robert B. Gramacy},
  publisher = {Chapman Hall/CRC},
  address = {Boca Raton, Florida},
  note = {\url{http://bobby.gramacy.com/surrogates/}},
  year = {2020}
}