Sequential Designs for Non-Stationary Problems

Posted on November 20th, 2012 by

When: Tuesday, November 27, 2012 @ 3:30PM

Where: Olin Hall Room 321

Presenter: Marian Frazier, The Ohio State University

NASA is designing a new reusable rocket booster and wants to understand how flight characteristics like lift, drag, and pitch will change as a function of speed and angle of attack. Ossur wants to build a stronger prosthetic limb and needs to understand the relationship between durability and explanatory variables like material and weight. Charles Schwab needs to advise their clients how much money to save or order to live comfortably throughout their retirement, which relies on factors such as income, expenses, and interest rates. What do all of these situations have in common? In all of them, performing a traditional physical experiment is infeasible. Instead, they perform a computer experiment. In this talk, I will discuss the two major questions we must answer in order to investigate the situations above: How do we design these experiments? And how do we develop a model to understand the relationship between the explanatory variables and the response? After answering these questions, I will present a couple of examples showing the performance of a specific model-design combination.

Refreshments will be served.

This presentation is part of the MCS Seminar series; please see the calendar of upcoming events.

 

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