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Additive Multi-Index Gaussian Process Modeling, with Application to Multi-Physics Surrogate Modeling of the Quark-Gluon Plasma

加性多指标高斯过程及其在夸克—胶子等离子体多物理代理建模中的应用

The Quark-Gluon Plasma (QGP) is a unique phase of nuclear matter, theorized to have filled the Universe shortly after the Big Bang. A critical challenge in studying the QGP is that, to reconcile experimental observables with theoretical parameters, one requires many simulation runs of a complex physics model over a high-dimensional parameter space. Each run is computationally expensive, requiring thousands of CPU hours, thus limiting physicists to only several hundred runs.…

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Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach

非参数条件分位数估计:局部加权分位数核方法

Nonparametric conditional cumulative distribution function (CDF) estimation has emerged as a powerful tool having widespread potential application, which has led to a literature on estimators of conditional quantile functions that are obtained via inversion of the nonparametrically estimated conditional CDF. Other nonparametric estimators of conditional quantiles that are based on an alternative characterization of the quantile (i.e., as the function that minimizes the…

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