Abstract:
This talk attempts to address the fundamental question of “what
is computer simulation?” Various simulation issues will be discussed,
including, bootstrapping (re-sampling), Markov Chain Monte Carlo (MCMC),
Statistical Distribution, random number generation, and computer models.
Their basic concepts and usefulness will be discussed and no specific
algorithm will be given, however.
The second portion of the talk will be focused on design of running
computer simulation models. Computer models can describe complicated
physical phenomena. However, to use these models for scientific investigation,
their generally running times and mostly deterministic nature require
a special designed experiments. Recent advances on Latin Hypercube Design
and Uniform Design will be discussed.
Slides of this talk can be downloaded at the website: http://www.personal/psu.edu/users/j/x/jxz203/lin/lin_pub/
Bio:
Dr. Dennis Lin is a
University Distinguished Professor of Supply Chain and Statistics at
Penn State University. His research interests are quality engineering,
industrial statistics, data mining and response surface. He has published
over 150 papers in a wide variety of journals. He currently serves as
co-editor for Applied Stochastic Models for Business and Industry, and
Associate Editor for various journals: Technometrics, Statistica Sinica,
Journal of Quality Technology, Journal of Data Science, Quality Technology
& Quality Management, Journal of Statistics and Its Applications,
and Journal of Statistical Theory and Practice.
Dr. Lin is an elected fellow of ASA and ASQ, an elected member of ISI,
a lifetime member of ICSA, and a fellow of RSS. He is an Honorary Chair
Professor for various universities, including a Chang-Jiang Scholar
of China at Renmin University, National Chengchi University (Taiwan),
Fudan University and XiAn Statistical Institute (China). He is also
the recipient of the 2004 Faculty Scholar Medal Award at Penn State
University.
TUESDAY, November 10, 2009
SEMINAR 5:00 - 6:00 pm
CoRE – Lecture Hall
*Refreshments
will be served in the IE lounge area at 4:30 prior to the seminar.
Speaker
is hosted by Hoang Pham
Tel: 732-445-5471, Email: hopham@rci.rutgers.edu