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(11月2日)概率统计学术报告
来源: 陈黎   发布时间:2017-10-28   阅读次数:421

题目:Flexible sequential or sliced designs for computer emulations

时间:112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.

 

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联系人:张荣茂(rmzhang@zju.edu.cn)

 

 

 

 

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