题目：Kriging and Alternatives in Computer Experiments

报告时间：2012年5月9日（星期三）下午4：00——5：00

地点：研究生楼207

摘要：It has been increasingly practical and popular to simulate a complex system or product on a computer. This new modus operandi has seen many applications in engineering and physical sciences. One key technical problem for implementing the simulations of a large/complex system is the incredible amount of computing time required. To tackle this challenge, meta-models are used as a supplement to expensive computations like finite element simulations. The most commonly used technique for building a meta model is kriging, which originated in geo-statistics. There are known limitations with kriging, especially its numerical instability for large samples and/or dimensions. Alternative techniques to circumvent this problem have been proposed in recent years. They range from tweaking of the original kriging technique to the use of easy-to-compute functions as approximations to the unknown functions. Four such methods will be described and general comments be made.

演讲人简介：吴建福(C.F. Jeff Wu)教授

国际著名统计学家，美国工程院院士，中央研究院院士。1971年毕业于台湾大学数学系，1976年在加州大学伯克利分校获统计学博士学位。先后执教于威斯康星大学、滑铁卢大学、密歇根大学和佐治亚理工大学，曾任密歇根大学统计系主任，现任乔治亚理工学院工程统计讲座教授。吴建福教授在数理统计、工业统计、参数设计和实验设计等诸多领域，取得了令人瞩目的杰出成就，发表论文140多篇，出版专著两部，指导博士生37名。1987年获COPSS奖，2011年应邀做COPSS Fisher演讲，并将在2012年JSM上做Deming演讲，2011年获中国科院“爱因斯坦讲席教授”称号。