报 告 人:艾明要教授(北京大学)
报告题目:Flexible sequential or sliced designsfor computer emulations
报告时间:12月14日(周四)下午3:30-4:30
报告地点:知新楼B-1238
报告摘要:
Sequential experiments composed of initialexperiments and follow-up experiments are widely adopted for economicalcomputer emulations in complex systems. Many kinds of Latin hypercubes withgood space-filling properties have been constructed for designing the initialcomputer experiments. However, few works based on Latin hypercubes have focusedon the design of the follow-up experiments. Although some constructions ofnested Latin hypercube designs can be adapted to sequential designs, the sizeof 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 flexiblesize is proposed, which allows the combined designs to have goodone-dimensional space-filling properties. Moreover, the sampling properties andcentral limit theorems are derived for these designs. Several improvements ofthese designs are made to achieve better space-filling properties. The relatedissues for flexible sliced designs are also addressed. Some simulations arecarried out to verify the theoretical results.
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