(11月2日）概率统计学术报告

题目：Flexible sequential or sliced designs for computer emulations

时间：11月2日（周四）下午16:00――17:00

地点：欧阳楼314

报告人：艾明要教授（北京大学）

摘要：Sequential experiments composed of initial experiments and follow-up experiments are widely adopted for economical computer emulations in complex systems. Many kinds of Latin hypercubes with good space-filling properties have been constructed for designing the initial computer experiments. However, few works based on Latin hypercubes have focused on the design of the follow-up experiments. Although some constructions of nested Latin hypercube designs can be adapted to sequential designs, the size of the follow-up experiments needs to be a multiple of that of the initial experiments. In this paper, a general method for constructing sequential designs of flexible size is proposed, which allows the combined designs to have good one-dimensional space-filling properties. Moreover, the sampling properties and central limit theorems are derived for these designs. Several improvements of these designs are made to achieve better space-filling properties. The related issues for flexible sliced designs are also addressed. Some simulations are carried out to verify the theoretical results.

欢迎大家参加！

联系人：张荣茂（rmzhang@zju.edu.cn)