Systematic optimization methods for uniform designs under wrap-around L2-discrepancy
报告人:周永道
报告地点:线上腾讯会议(会议ID:511-655-479)
报告时间:2026年10月28日星期三 15:00-16:00
邀请人:赵强
报告摘要:
As a successful practice of the quasi-Monte Carlo method in computer experiments, uniform design aims to distribute points evenly on a restricted domain. Such a point set has low discrepancy and has enjoyed increasing popularity in applications, such as subsampling of massive data. However, most designs obtained by the numerical optimization algorithms in literature are just nearly uniform, thus there is significant room for improvement. In this talk, we review the existing work on uniform designs and then characterize their structure under the wrap-around L2-discrepancy (WD). Deterministic construction methods for uniform designs under WD with any number of levels are theoretically proposed, which break through a common limitation of setting the level number to be a prime or a prime power. Then, we provide a systematic optimization algorithm to search for uniform designs under WD with more general parameters for practical use. Numerical experiments show that the performance and runtime of the proposed algorithm are far superior to existing ones.
主讲人简介:
周永道,男,南开大学统计与数据科学学院教授、博导,统计学系主任,入选国家级高层次青年人才、天津市创新类领军人才、南开大学百青。研究方向为数据采集方法和大数据分析算法。主持20多项纵横向项目,其中8项国家级项目。曾访问 UCLA 等 5 所境外高校。在统计学和机器学习顶刊顶会JRSSB、JASA、Biometrika、JMLR、TKDE、NeurIPS、ICLR等发表学术论文90余篇;合作出版了 9 部中英文专著和教材。曾获全国统计科学研究优秀成果奖一等奖、全国统计科学技术进步奖三等奖、天津市教学成果奖特等奖、天津市优秀研究生导师、华为火花奖。现为天津市现场统计研究会理事长,中国数学会理事、均匀设计分会副理事长,中国现场统计研究会试验设计分会副理事长,Scientific Reports、《应用概率统计》和《四川大学学报(自然科学版)》编委。