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Flexible sequential or sliced designs for computer emulations
2018-06-22 00:00:00

报告题目:

Flexible sequential or sliced designs for computer emulations

报 告 人:

艾明要 教授(北京大学数学科学学院)

报告时间:

2018年06月26日 09:30--10:30

报告地点:

数学院二楼报告厅

报告摘要:

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.