威尼斯人

报告人: 北京大学艾明要教授

时间: 2017年11月17日15:00-16:00

地点: 数学楼二楼学术报告厅

Abstract：Sequential experiments composed of initial experiments and follow-upexperiments are widely adopted for economical computer emulations in complexsystems. Many kinds of Latin hypercubes with good space-filling properties havebeen constructed for designing the initial computer experiments. However, fewworks based on Latin hypercubes have focused on the design of the follow-upexperiments. Although some constructions of nested Latin hypercube designs canbe adapted to sequential designs, the size of the follow-up experiments needsto be a multiple of that of the initial experiments. In this paper, a generalmethod for constructing sequential designs of flexible size is proposed, whichallows the combined designs to have good one-dimensional space-fillingproperties. Moreover, the sampling properties and central limit theorems arederived for these designs. Several improvements of these designs are made toachieve better space-filling properties. The related issues for flexible sliceddesigns are also addressed. Some simulations are carried out to verify thetheoretical results.

北京大学威尼斯人 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，是国际统计期刊《Statistica Sinica》、《Journal of StatisticalPlanning and Inference》、《Statistics and Probability Letters》、《STAT》（An electronic journal ofISI）的Associate Editor，国内数学期刊 《系统科学与数学》的编委。

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.、JASA、Biometrika、Technometrics、Statist. Sinica等国内外期刊发表学术论文六十余篇，主持或参与完成多项国家自然科学基金面上项目、重点项目和科技部973课题等。