Fall 2019 Postdoc Seminar Series
October 2, 2019 –
Talk Title: On the Trilogy of Nonparametric Methods: Models, Inference, Misspecification
Speaker: Wenjia Wang, Second-Year SAMSI Postdoctoral Fellow
Non-parametric methods provide a flexible framework to understand the relationship between the input and output of complex systems. Despite the successful application of nonparametric methods, many of them do not have a clear characterization of their behavior from a theoretical point of view. My talk has two parts. In Part I, I will present recent works on some error bounds for the Gaussian process modeling, which is a standard non-parametric method used in computer experiments. In Part II, I will provide a multi-resolution functional ANOVA model which can work for large-scale and many-input problems.
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