Accelerating industrial productivity via deterministic computer experiments & stochastic simulation

Workshop theme

The objective of this workshop is to bring researchers from the deterministic computer experiment and stochastic simulation experiment communities together to share advances and diverse approaches for efficient design and analysis of such experiments.

Some of the challenges that both the stochastic simulation and deterministic computer simulation communities face arise from inputs that can be qualitative, quantitative, or a mixture of these two types. These experiments may include large numbers of inputs, not only control variable inputs but also inputs that describe environmental variation. The input regions may be constrained rather than hyper rectangular. Their outputs can be univariate, multivariate, or functional. In the case of multivariate output, the objective can be constrained optimization, contour estimation, or determination of Pareto optima. The cross-fertilization of ideas and approaches of the two research fields offers a natural confluence to spur the development of new methodology.

The presentations and panel discussions will be organized in sessions around the following themes:

Applications of Computer and Stochastic Simulation Experiments
Design of Computer Experiments
Prediction Methodology
Stochastic Simulation Experiments
Input Uncertainty
Sensitivity Analysis
Calibration Experiments

The application is closed

Timetable

Monday 5th September 2011
09:00 to 09:55	Registration	No Room Required
09:55 to 10:00	Welcome from INI Director, Professor Sir David Wallace	Room 1
10:00 to 10:20	Thomas Santner Ohio State University Conference Organisation and Goals	Room 1
10:20 to 10:45	Lee Schruben University of California, Berkeley Savings Millions (lives and money) with Simulation Experiments	Room 1
10:45 to 11:00	Discussion	Room 1
11:00 to 11:30	Coffee / Tea	No Room Required
11:30 to 11:55	Dave Higdon Los Alamos National Laboratory Emulating the Nonlinear Matter Power Spectrum for the Universe	Room 1
11:55 to 12:10	Discussion	Room 1
12:10 to 12:30	Poster Preview (All Poster Presenters)	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 14:30	Grant Reinman Pratt and Whitney Engines Design for Variation	Room 1
14:30 to 15:00	Alex Forrester University of Southampton Design and analysis of variable fidelity multi-objective experiments	Room 1
15:00 to 15:30	Coffee / Tea	No Room Required
15:30 to 16:00	The Design of Validation Experiments	Room 1
16:00 to 16:30	Stephan Sain National Center for Atmospheric Research Statistical calibration of complex computer models: A case study with the Lyon-Feder-Mobarry model of the magnetosphere	Room 1
16:30 to 17:00	Jonathan Rougier University of Bristol Emulating complex codes: The implications of using separable covariance functions	Room 1
17:15 to 18:15	John Stufken University of Georgia A Short Overview of Orthogonal Arrays	Room 1
18:15 to 18:45	Welcome Wine Reception	No Room Required
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Tuesday 6th September 2011
09:00 to 09:30	Boxin Tang Simon Fraser University Construction of orthogonal and nearly orthogonal Latin hypercube designs for computer experiments	Room 1
09:30 to 10:00	Weighted space-filling designs	Room 1
10:00 to 10:30	Bertrand Iooss Electricté de France; Université Paul Sabatier Toulouse III Space filling designs for computer experiments: some algorithms and numerical results on industrial problems	Room 1
10:30 to 10:45	Discussion	Room 1
11:00 to 11:30	Coffee / Tea	No Room Required
11:30 to 12:00	David Steinberg Tel Aviv University Orthogonal nearly Latin hypercubes	Room 1
12:00 to 12:30	Hugo Maruri-Aguilar Queen Mary University of London Sequential screening with elementary effects	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 15:00	Grant Reinman Pratt and Whitney Engines Panel: Challenges When Interfacing Physical Experiments and Computer Models	Room 1
15:00 to 15:30	Coffee / Tea	No Room Required
15:30 to 16:00	Bill Notz Ohio State University Batch sequential experimental designs for computer experiments	Room 1
16:00 to 16:30	Bradley Jones JMP Bridge Designs for Modeling Systems with Small Error Variance	Room 1
16:30 to 17:00	Angela Dean Ohio State University Non-collapsing Spacing-filling Designs for Bounded Regions	Room 1
17:00 to 17:15	Discussion	Room 1
17:15 to 18:15	Poster Session	Discussion Room
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Wednesday 7th September 2011
09:30 to 09:40	Barry Nelson Northwestern University; Lancaster University A Visitors Guide to Experiment Design for Dynamic Discrete-Event Stochastic Simulation	Room 1
09:40 to 10:00	Young-Jun Son University of Arizona Distributed Federation of Multi-paradigm Simulations and Decision Models for Planning and Control	Room 1
10:00 to 10:30	Madhav Marathe Virginia Polytechnic Institute and State University Policy Informatics for Co-evolving Socio-technical Networks: Issues in Believability and Usefulness	Room 1
10:30 to 10:45	Discussion	Room 1
11:00 to 11:30	Coffee / Tea	No Room Required
11:30 to 12:00	Barry Nelson Northwestern University; Lancaster University Enhancing Stochastic Kriging Metamodels with Stochastic Gradient Estimators	Room 1
12:00 to 12:30	Jack Kleijnen Universiteit van Tilburg Simulation optimization via bootstrapped Kriging: survey	Room 1
12:30 to 13:30	Lunch at Wolfson Court and informal discussions	No Room Required
13:30 to 18:00	Free Afternoon	No Room Required
19:30 to 22:00	Conference dinner at St Catharine's College	No Room Required

Thursday 8th September 2011
09:30 to 10:00	Shane Henderson Cornell University Input Uncertainty: Examples and Philosophies	Room 1
10:00 to 10:30	Steve Chick INSEAD Some Challenges with Input Uncertainty	Room 1
10:30 to 11:00	Russell Cheng University of Southampton Screening for Important Inputs by Bootstrapping	Room 1
11:00 to 11:30	Coffee / Tea	No Room Required
11:30 to 12:00	Russell Barton Pennsylvania State University Metamodels and the Bootstrap for Input Model Uncertainty Analysis	Room 1
12:00 to 12:30	Coupled Gaussian Process Models	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 14:30	Leanna House Virginia Polytechnic Institute and State University Assessing simulator uncertainty using evaluations from several different simulators	Room 1
14:30 to 15:00	Jack Lee M. D. Anderson Cancer Center; University of Texas M D Anderson Cancer Center Constrained Optimization and Calibration for Deterministic and Stochastic Simulation Experiments	Room 1
15:00 to 15:30	Coffee / Tea	No Room Required
15:30 to 17:00	Jack Kleijnen Universiteit van Tilburg Panel: Input uncertainty and experimental robustness	Room 1
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Friday 9th September 2011
09:00 to 09:30	Pritam Ranjan Acadia University Interpolation of Deterministic Simulator Outputs using a Gaussian Process Model	Room 1
09:30 to 10:00	Derek Bingham Simon Fraser University Calibration of multi-fidelity models for radiative shock	Room 1
10:00 to 10:30	Jeremy Oakley University of Sheffield Investigating discrepancy in computer model predictions	Room 1
10:30 to 10:45	Discussion	Room 1
11:00 to 11:30	Coffee / Tea	No Room Required
11:30 to 12:00	Matthew Pratola Los Alamos National Laboratory Bayesian Calibration of Computer Model Ensembles	Room 1
12:00 to 12:30	Ben Haaland National University of Singapore Accurate emulators for large-scale computer experiments	Room 1
12:30 to 13:30	Lunch at Wolfson Court	No Room Required
14:00 to 15:30	Henry Wynn London School of Economics Panel: Future Challenges Integrating Multiple Modes of Experimentation	Room 1
16:00 to 16:10	Conference Closing	Room 1
16:10 to 17:30	Informal individual discussions	No Room Required
18:45 to 19:30	Dinner at Wolfson Court	No Room Required

Accelerating industrial productivity via deterministic computer experiments & stochastic simulation

Speakers

Russell Barton Pennsylvania State University
Derek Bingham Simon Fraser University
Russell Cheng University of Southampton
Steve Chick INSEAD
Angela Dean Ohio State University
Alex Forrester University of Southampton
Ben Haaland National University of Singapore
Shane Henderson Cornell University
Dave Higdon Los Alamos National Laboratory
Leanna House Virginia Polytechnic Institute and State University
Bertrand Iooss Electricté de France; Université Paul Sabatier Toulouse III
Bradley Jones JMP
Jack Kleijnen Universiteit van Tilburg
Jack Lee M. D. Anderson Cancer Center; University of Texas M D Anderson Cancer Center
Madhav Marathe Virginia Polytechnic Institute and State University
Hugo Maruri-Aguilar Queen Mary University of London
Barry Nelson Northwestern University; Lancaster University
Bill Notz Ohio State University
Jeremy Oakley University of Sheffield
Matthew Pratola Los Alamos National Laboratory
Pritam Ranjan Acadia University
Grant Reinman Pratt and Whitney Engines
Jonathan Rougier University of Bristol
Stephan Sain National Center for Atmospheric Research
Thomas Santner Ohio State University
Lee Schruben University of California, Berkeley
Young-Jun Son University of Arizona
David Steinberg Tel Aviv University
John Stufken University of Georgia
Boxin Tang Simon Fraser University
Henry Wynn London School of Economics

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Accelerating industrial productivity via deterministic computer experiments & stochastic simulation

Workshop theme

The application is closed

Timetable

Speakers

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