信息公告
数理学院统计学系学术报告(5月5日)
发布时间:2017-05-03 

报告题目:Flexible sequential or sliced designs for computer experiments

报告人:艾明要教授,北京大学数学科学学院和统计科学中心

时间:55(周五)  下午4:00—5:00

地点:数理楼3304

报告摘要:

Sequential experiments composed of initial experiments and follow-up experiments are widely adopted for economical computer emulations. 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 results for flexible sliced designs are also obtained. Some simulations are carried out to verify the theoretical results.

报告人简介:

现为北京大学数学科学学院统计学教研室主任、教授、博士生导师,兼任中国现场统计研究会副秘书长,中国现场统计研究会试验设计分会理事长、高维数据统计分会副理事长、空间统计分会秘书长,是国际统计杂志《Journal of Statistical Planning and Inference》、《Statistics and Probability Letters》和《STAT》(An electronic journal of ISI)的编委(Associate Editor). 现主要从事试验设计与分析、计算机试验、高维数据分析和应用统计的教学和研究工作,在Ann. Statist.JASABiometrikaStatist. Sinica等国内外期刊发表学术论文五十余篇,主持或参与完成多项国家自然科学基金面上项目、重点项目和国家科技部973课题等。

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