报告题目：Cluster Sampling for Morris Method Made Easy

报告所属学科：管理科学与工程

报告人：施文（中南大学）

报告时间：2022年11月15日 9:00-10:30

报告地点：腾讯会议：590606165

报告摘要：

In this paper we provide a thorough investigation of the cluster sampling scheme for Morris’ elementary effects method (MM), a popular model-free factor screening method originated in the setting of design and analysis of computational experiments. We first study the sampling mechanism underpinning the two sampling schemes of MM (i.e., cluster sampling and non-cluster sampling) and unveil its nature as a two-level nested sampling process. This in-depth understanding sets up a foundation for tackling two important aspects of cluster sampling: budget allocation and sampling plan. On the one hand, we study the budget allocation problem for cluster sampling under the analysis of variance framework and derive optimal budget allocations for efficient estimation of the importance measures. On the other hand, we devise an efficient cluster sampling algorithm with two variants to achieve enhanced statistical properties. The numerical evaluations demonstrate the superiority of the proposed cluster sampling algorithm and the budget allocations derived (when used both separately and in conjunction) to existing cluster and non-cluster sampling schemes.

报告人简介：

施文, 博士, 中南大学商学院，教授. 2013年获得华中科技大学博士学位. 目前主要研究方向：仿真系统建模与分析, 机器学习及在汽车召回/物流的应用. 美国运筹与管理科学学会（INFORMS）会员, 中国物流协会会员. 荷兰蒂尔堡大学, 美国匹兹堡大学Katz商学院访问学者, 香港城市大学商学院Research Fellow. 主持国家面上, 青年基金, 湖南省杰青, 博后基金, 省部及各类项目10项, 参与17项. 在包括管理科学/运筹学顶级期刊《INFORMS Journal on Computing》（UTD 24）, 重要期刊《Naval Research Logistics (NRL)》,《European Journal of Operational Research》, 《Transportation Research Part A》, 《Reliability Engineering and System Safety》,《IEEE Transactions on Engineering Management》,《Simulation Modelling Practice and Theory》,《Simulation》， 国内基金委权威期刊《管理科学学报》,《系统工程理论与实践》,《中国管理科学》,《科研管理》,《系统工程学报》,《运筹与管理》和《工业工程与管理》等发表50余篇论文. 获得省高等学校人文社会科学研究优秀成果奖（等级A）, 2013和2014中国物流协会优秀论文二等奖等; 指导学生获得中国高校大数据挑战赛全国一等奖,互联网+大赛省一等奖,省优秀学士学位论文等。