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. |