主 题: 计算机模拟中的序贯设计
报告人: 孔祥顺博士 (北京大学数学学院)
时 间: 2016-04-28 12:00-13:30
地 点: 理科一号楼 1560
Sequential experiments composing of initial experiments and follow-up experiments are widely adopted for economical computer emulations. Many kinds of Latin hypercubes with good space-filling properties have been constructed for designing initial computer experiments. Whereas, few work focuses on the design of follow-up experiments. Although some previous constructions can be adapted to suit for sequential designs, the size of follow-up experiments needs to be a multiple of that of 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, some sampling properties for the combined designs are derived. A central limit theorem is also established, which shows that the sample mean generated from a combined design of this type follows an asymptotic normal distribution. Some simulations are carried out to verify the above theoretical results. 研究生学术午餐会是在学院领导的大力支持下,由研究生会负责组织的系列学术交流活动。午餐会每次邀请一位同学作为主讲人,面向全院各专业背景的研究生介绍自己科研方向的基本问题、概念和方法,并汇报近期的研究成果和进展,是研究生展示自我、促进交流的学术平台。 研究生会已经举办了10期活动,我们将于2016年4月28日周四举办第11期学术午餐会活动,欢迎感兴趣的老师和同学积极报名参加。 报名方式:请有意参加的老师在4月27日(周三)晚10点前发送邮件至 smsxueshu@126.com,我们将回复邮件和您确认,邮件报名方式仅限于老师,有意参加的同学请点击报名链接http://www.sojump.hk/jq/7955799.aspx,谢谢!