Department seminar by Chenlu Shi, Simon Fraser UniversityExport this event to calendar

Tuesday, February 5, 2019 — 4:00 PM EST

Space-filling Designs for Computer Experiments and Their Application to Big Data Research


Computer experiments provide useful tools for investigating complex systems, and they call for space-filling designs, which are a class of designs that allow the use of various modeling methods. He and Tang (2013) introduced and studied a class of space-filling designs, strong orthogonal arrays. To date, an important problem that has not been addressed in the literature is that of design selection for such arrays. In this talk, I will first give a broad introduction to space-filling designs, and then present some results on the selection of strong orthogonal arrays.

The second part of my talk will present some preliminary work on the application of space-filling designs to big data research. Nowadays, it is challenging to use current computing resources to analyze super-large datasets. Subsampling-based methods are the common approaches to reducing data sizes, with the leveraging method (Ma and Sun, 2014) being the most popular. Recently, a new approach, information-based optimal subdata selection (IBOSS) method was proposed (Wang, Yang and Stufken, 2018), which applies the design methodology to the big data problem. However, both the leveraging method and the IBOSS method are model-dependent. Space-filling designs do not suffer this drawback, as shown in our simulation studies.

Location 
M3 - Mathematics 3
Room: 3127
200 University Avenue West

Waterloo, ON N2L 3G1
Canada

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