Space-filling designs for computer experiments
Professor Roshan Joseph
Barton Lectures in Computational Mathematics
Date: Wednesday, September 23, 2020
Time: 4:00 pm - 5:00 pm
Location: Virtual through Zoom
Professor Roshan Joseph is a professor in the Stewart School of Industrial & Systems Engineering at Georgia Tech. He received a Ph.D. degree in Statistics from the University of Michigan, Ann Arbor in 2002. Dr. Joseph’s research interests are in the broad areas of applied and computational statistics. A major focus of his research is in developing novel statistical methods for solving complex engineering problems. He is a Fellow of the American Statistical Association (ASA) and received the Statistical Partnerships Among Academe, Industry, and Government (SPAIG) Award from the ASA in 2020.
Abstract: Space-filling properties are important in designing computer experiments. In this talk, first I will review the popular space-filling designs such as Latin hypercube, uniform, maximin, and minimax designs. Then, I will present a useful design known as maximum projection design in detail. Application of these designs in computer experiments, Bayesian computation, and model calibration will be illustrated with several examples.