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SUMMARY:Experimental design in computer experiments: review and recent res
 earch - Henry Wynn (London School of Economics)
DTSTART:20180109T113000Z
DTEND:20180109T123000Z
UID:TALK97477@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:Computer experiments have led to a growth  in the development 
 of certain types of experimental design which fill out the input space of 
 a simulator in a comprehensive way: Latin Hypercube Sampling\, Sobol seque
 nces and many others. They differ  from more traditional factorial experim
 ental designs which have been used typically to fit polynomial response su
 rfaces. Despite this structural difference the principals of good and inde
 ed optimal design still apply as do the tensions between general purpose d
 esigns and designs tuned to particular models and utility functions.  <br>
 <span><br>The talk will be split between the fundamental principles of exp
 erimental design as applied to computer experiments and a review of notabl
 e  methods from the research community. Some attention will be given to de
 signs based on information theoretic principles and the connection to more
  general theories of learning\, where Bayesian principles are particularly
  useful.&nbsp\;</span>
LOCATION:Seminar Room 1\, Newton Institute
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