Uncertainty Quantification and Computer Experiments

Tan Matthias Hwai Yong

Department of Systems Engineering and Engineering Management

City University of Hong Kong

Time：2018-04-25 09:00

Room：Jingguan R702

Abstract: Recently, there has been a flurry ofresearch activityon uncertainty quantification and computer experiments due to the drastic increase and cheap availability of computing power, advances in mathematical modeling of physical systems, and availability of simulation software for solving these models. In this talk, I will introduce some of my current research in this area. Specifically, I will talk about solving robust parameter design and tolerance design problems with computer simulations, and building accurate emulatorsusing physical knowledge of the behavior of time consuming computer models.

Biography：Matthias HY Tan is an assistant professor at the Department of Systems Engineering and Engineering Management, City University of Hong Kong. He holds a M.Eng degree from National University of Singapore and a PhD degree from Georgia Institute of Technology, USA, both in industrial & systems engineering. His research interests include uncertainty quantification,engineering statistics, design and analysis of experiments, and statistical quality improvement.