Statistics Seminar

Event Details
  • Date/Time:
    • Thursday March 27, 2014
      3:00 pm - 4:00 pm
  • Location: Main Building, Room 126
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact

Roshan Vengazhiyil

roshan@isye.gatech.edu

Summaries

Summary Sentence: Statistics Seminar

Full Summary: No summary paragraph submitted.

TITLE: New results in functional ANOVA and Sobol' indices

SPEAKER: Professor Art Owen, Stanford University

ABSTRACT:

Sobol' indices are used to measure the importance of variables, and subsets of variables, in black box models of deterministic functions. They have strong connections to both experimental design and quasi-Monte Carlo sampling. This talk will review the functional ANOVA, define Sobol' indices and present some recent developments for them: improved algorithms, generalizations to higher order moments, and connections to Shapley value.

Additional Information

In Campus Calendar
No
Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
Undergraduate students, Faculty/Staff, Graduate students
Categories
Seminar/Lecture/Colloquium
Keywords
ANOVA
Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Mar 6, 2014 - 5:35am
  • Last Updated: Apr 13, 2017 - 5:23pm