Departmental Colloquium
William Notz
The Ohio State University
Adaptive Design Strategies for Computer Experiments in Two (or Three) Settings
Abstract: In this talk I will discuss two settings in which I have applied adaptive experimental designs for computer experiments. The first involves adaptive (sequential) designs for deciding where to observe the computer code in order to produce a statistical predictor with good overall fit to the code. The second involves adaptive designs for estimating quantiles of the induced distribution on the output of the computer code given distributions for the inputs to the code. If time permits, I will mention a third setting in which sequential designs are used to decide where to observe the computer code for purposes of calibration (deciding what values of certain tuning parameters produce the best agreement between the code and actual data from the physical process the code simulates).
Friday October 2, 2009 at 3:00 PM in SEO 636