EVENT DETAILS
Roshan Vengazhiyil
Georgia Institute of Technology
Title: Experimental Design-based Methods for Simulating Probability Distributions
Abstract: In this talk, I will explain an experimental design-based method for simulating complex probability distributions. The method requires fewer evaluations of the probability distribution and therefore, it has an advantage over the usual Monte Carlo or Markov chain Monte Carlo methods when the distribution is expensive to evaluate. I will explain the application of the proposed method in Bayesian computational problems, optimization, and uncertainty quantification.
Bio: Dr. Roshan Vengazhiyil is a professor in the Stewart School of Industrial & Systems Engineering at Georgia Institute of Technology, Atlanta. Dr. Vengazhiyil received a Ph.D. degree in Statistics from the University of Michigan, Ann Arbor in 2002 and holds an M.Tech. degree in Quality, Reliability, and Operations Research and a B.Tech. degree in Production Engineering and Management. His research is in the broad areas of engineering statistics and is funded by grants from NSF, DOE, ARO, and industries. Dr. Vengazhiyil's honors include Distinguished Dissertation Award from the University of Michigan in 2003, CAREER Award from National Science Foundation in 2005, Jack Youden Prize from the American Society for Quality in 2005, Coca-Cola Junior Chair Professorship from ISYE in 2008, and Best Paper Award from IIE Transactions in 2009. He is a Fellow of the American Statistical Association and an elected member of the International Statistical Institute. He is an Associate Editor of the Journal of the American Statistical Association and past Associate Editor or Editorial Board Member of Technometrics, Journal of Quality Technology, Operations Research, and Naval Research Logistics.
TIME Tuesday February 16, 2016 at 11:00 AM - 12:00 PM
LOCATION M228 Technological Institute map it
ADD TO CALENDAR&group= echo $value['group_name']; ?>&location= echo htmlentities($value['location']); ?>&pipurl= echo $value['ppurl']; ?>" class="button_outlook_export">
CONTACT Agnes Kaminski a-kaminski@northwestern.edu
CALENDAR Department of Industrial Engineering and Management Sciences