统计与数据科学学院
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学术讲座
讲座题目：A Class of New Particle Swarm Optimization Algorithms and Applications to Model Discriminating Designs
讲座人：李文连 教授，上海高级金融学院
时间：2019年4月25日（周四）8:30
地点：统计与数据科学学院126教室
摘要：Exchange-type of algorithms have been commonly used in design construction problems. In recent years, algorithms based on Particle Swarm Optimization (PSO) techniques have been proposed to construct optimal designs. PSO algorithms can be developed for both continuous-type and discrete-type of optimal design problems. In this talk we develop a new class of PSO algorithms. Like the SIBSSD algorithm proposed by Phoa et al. (2016), this algorithm is used to construct discrete-type of designs; however, we do not require each column to maintain a balance structure that was used in SIBSSD. Thus, our algorithm is similar to the coordinate-exchange algorithm of Meyer and Nachtsheim (1995). Weusedthe proposed algorithm to construct a class of optimal model-discriminating designs. It is shown that the algorithms work both efficiently and effectively. The algorithm compared favorably with the coordinate-exchange algorithm - one of the most commonly used algorithms. And we obtained model-discriminating designs that are comparable and sometime better than existing results.
讲座人简介：李文连（WilliamLi），上海高级金融学院教授
清华大学本科，加拿大滑铁卢大学统计硕士、博士，导师：吴建福（JeffWu）教授
曾任美国明尼苏达大学卡尔森管理学院终身教授、讲席教授
AE of Technometrics、Applied Stochastic Models in Business and Industry, etc.
Author of a popular textbook: Applied Statistical Linear Models (5th edition)
Research Interests：Experimental design, Industrial statistics, Data analytics, etc.
多次在中国、美国和欧洲的EMBA项目授课，并多次最佳(优秀)教师获奖
邀请人：刘民千教授
欢迎广大师生参加！
统计与数据科学学院