Title: Variable Selection and Sensitivity Analysis via Dynamic Trees with an Application to Computer Code Performance Tuning
Authors: Robert Gramacy, Matthew Taddy, Stefan Wild
Abstract:
Keywords: Sensitivity analysis, variable selection, main effects, sensitivity indices, exploratory data analysis, data visualization, particle filtering, CART, computer experiment.
Thanks: We are grateful to Prasanna Balaprakash for providing the data from Balaprakash et al., 2011. The work of Wild was supported by the Office of Advanced Scientific Computing Research, Office of Science, U.S. Department of Energy, under Contract DE-AC02-06CH11357.
Status: Appears in Annals of Applied Statistics, Vol. 7, No. 1, 51-80, 2013.
Link: [DOI:10.1214/12-AOAS590]
[PDF] previous version available as arXiv:1108.4739
BibTeX:
@article{RGMTSW11,
    author      = "Robert B. Gramacy and Matthew A. Taddy and Stefan M. Wild",
    title       = "Variable Selection and Sensitivity Analysis via Dynamic Trees 
		   with an Application to Computer Code Performance Tuning",
    journal     = "Annals of Applied Statistics",  
    volume      = "7",
    year        = "2013",
    doi         = "10.1214/12-AOAS590",
    pages       = "51--80"
}
	
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