COLLOQUIUM

DEPARTMENT OF MATHEMATICS AND STATISTICS

OAKLAND UNIVERSITY

ROCHESTER, MICHIGAN  48309

Dorin Drignei

Department of Mathematics and Statistics

Oakland University

Rochester, Michigan 48309

Multidimensional Kriging Methods in Statistical Analysis of Computer Experiments

Abstract

Applications in fields ranging from weather and climate, to biology and industry, increasingly use computer experiments as substitutes for physical experiments in cases where the latter are impossible or too costly to perform.  A computer experiment consists of several runs of a computer model (or code) for the purpose of better understanding the impact of various input parameters on the outputs.  One practical difficulty in computer experiments is that the computer-model runs may require prohibitive amounts of computational resources.  A recent approach uses statistical approximations as computationally faster surrogates for such computer models.  This talk presents computationally efficient methods to obtain such surrogates in cases where the computer output data are multidimensional.

Thursday, November 5, 2009

3:00 – 4:00 P.M.

372 Science and Engineering Building

(Refreshments at 2:30-3:00 PM in the kitchen area adjacent to 368 SEB)