Department of Mathematics and Statistics

Department of Mathematics and Statistics
Department of Mathematics and Statistics

Special Colloquium

Chenlu Shi (SFU)

Monday, January 28th, 2019

Time: 1:30 p.m.  Place: Jeffery Hall 234

Speaker: Chenlu Shi (SFU)

Title: Space-filling Designs for Computer Experiments and Their Application to Big Data Research.

Abstract: Computer experiments provide useful tools for investigating complex systems, and they call for space-filling designs, which are a class of designs that allow the use of various modeling methods. He and Tang (2013) introduced and studied a class of space-filling designs, strong orthogonal arrays. To date, an important problem that has not been addressed in the literature is that of design selection for such arrays. In this talk, I will first give a broad introduction to space-filling designs, and then present some results on the selection of strong orthogonal arrays. The second part of my talk will present some preliminary work on the application of space-filling designs to big data research. Nowadays, it is challenging to use current computing resources to analyze super-large datasets. Subsampling-based methods are the common approaches to reducing data sizes, with the leveraging method (Ma and Sun, 2014) being the most popular. Recently, a new approach, information-based optimal subdata selection (IBOSS) method was proposed (Wang, Yang and Stufken, 2018), which applies the design methodology to the big data problem. However, both the leveraging method and the IBOSS method are model-dependent. Space-filling designs do not suffer this drawback, as shown in our simulation studies.

Chenlu Shi is a Ph.D. candidate in Statistics at Simon Fraser University. Her research interests include experimental design and analysis with applications to big data.