主 题: 计算机模拟中的序贯设计
报告人: 孔祥顺博士 (啪啪啦-美女啪啪-啪啪视频
数学啪啪啦
)
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. 啪啪啦
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