The Statistical Filter Approach to Constrained Optimization
Expensive black box systems arise in many engineering applications but can be difficult to optimize because their output functions may be complex, multi-modal, and difficult to understand. The task…
Split Regularized Regression
We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regre…
Sliced Designs for Multi-Platform Online Experiments
Multivariate testing is a popular method to improve websites, mobile apps, and email campaigns. A unique aspect of testing in the online space is that it needs to be conducted across multiple platf…
Model Misspecification of Generalized Gamma Distribution for Accelerated Life…
The performance of reliability inference strongly depends on the modeling of the product’s lifetime distribution. Many products have complex lifetime distributions whose optimal settings are not …
Construction, Properties, and Analysis of Group-Orthogonal Supersaturated Des…
In this article, we propose a new method for constructing supersaturated designs that is based on the Kronecker product of two carefully chosen matrices. The construction method leads to a partitio…
Bayesian Nonparametric Joint Mixture Model for Clustering Spatially Correlate…
We develop a Bayesian nonparametric joint mixture model for clustering spatially correlated time series based on both spatial and temporal similarities. In the temporal perspective, the pattern of …
A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim …
Actuarial practitioners now have access to multiple sources of insurance data corresponding to various situations: multiple business lines, umbrella coverage, multiple hazards, and so on. Despite t…
A Latent Variable Approach to Gaussian Process Modeling with Qualitative and …
Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of…
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