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Flexible sequential or sliced designs for computer emulations

发布时间:2019-03-26     来源:    点击数:

主题: Flexible sequential or sliced designs for computer emulations
类型: 学术报告
主办方:
报告人: 艾明要教授(北京大学)
日期: 12月14日(周四)下午3:30-4:30
地点: 知新楼B-1238
内容:


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:2017年1214(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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