I am an Assistant Professor in the Department of Statistics at Virginia Tech. Previously, I was an Assistant Professor of Statistics at NC State University. I earned my Ph.D. in Statistics at Virginia Tech in 2023, and my Ph.D. dissertation was recently selected as a finalist for the 2023 Savage Award. I specialize in surrogate modeling of computer experiments including uncertainty quantification, active learning, Bayesian optimization, and reliability analysis. My recent focus has been on developing deep Gaussian processes as surrogate models; I maintain the open-source deepgp R-package on CRAN.

NOTE: I previously published under my maiden name, Annie Sauer.

News and Highlights

• Starting in 2025, I am returning to the Virginia Tech Department of Statistics after 1.5 years at NC State. Go Hokies!

• New paper on monotonic warpings for deep Gaussian processes just accepted to Statistics and Computing
• New collaboration with Kevin Quinlan and Laura Wendelberger to study dimension reduction with deep Gaussian processes, funded by Lawrence Livermore National Lab
• New paper on failure probability estimation with Gaussian process surrogates on arXiv
• I’m starting work on a new project funded by the NSF to study digital twins of rotating detonation combustors for clean energy production, with James Braun
• New paper on contour location with deep Gaussian processes accepted to the Annals of Applied Statistics
• New paper on Bayesian optimization with Voronoi candidates on arXiv
• I attended the 2024 ISBA World Meeting in Venice, Italy to present my dissertation research as a finalist for the Savage Award

To keep this page short and sweet, old news is archived here.