STA 294: SPECIAL TOPICS
Professor Jerome Sacks, Instructor
TTh  2:15 - 3:30pm
025 Old Chemistry Building
 
 
  Topic: USE AND VALIDATION OF COMPUTER/SIMULATION MODELS

Computer models representing real phenomena are ubiquitous. Two important questions arise: How to measure the model's faithfulness in representing reality? How to measure uncertainty (stemming from a variety of sources including the model's fidelity to reality) in model predictions? The course will address these two questions.

Components of the course:
I. Motivating examples (drawn from geoscience, engineering, and biology).

II. Approximations to computer models: Approximations are necessary for models that cannot feasibly be run many times. The emphasis will be on approximations that use Gaussian stochastic processes for a "Bayesian numerical analysis". The methods and implications for interpolation, integration and optimization will be developed in the course.

III. Design of computer experiments (selection of inputs at which to run a model)

IV. Sensitivities/Screening: Which inputs are important/ which can be ignored?

V. Validation - principles and strategies

Prerequisites: Most of the methodology will be developed in the course but substantial familiarity with "principles" and ideas of regression will be essential. The course is open to faculty and research staff.

For further information please contact J. Sacks before August 27, 2001 at sacks@niss.org or 919-685-9313.