【报告摘要】Latin hypercube designs are the most popular type of experimental design for computer experiments. Sequentially refined Latin hypercube designs are useful for computer experiments that are carried out in batches. In this work, we propose the first type of sequentially refined Latin hypercube designs that allow the size of subsequent batches to be flexibly chosen after completing former batches. Numerical results show our proposed designs are uniformly better than preceding types of sequentially refined Latin hypercube designs for the problem of uncertainty quantification.

 

【报告人简介】  何煦副研究员于2007年本科毕业于北京大学数学科学学院，2012年博士毕业于威斯康星大学麦迪逊分校统计系。2012年起进入中国科学院数学与系统科学研究院工作。何煦的研究方向包括实验设计、计算机实验及不确定性量化，在Annals of Statistics，Journal of the American Statistical Association，Biometrika等杂志发表论文十余篇，曾主持国家自然科学基金委优秀青年基金、面上项目、青年基金。