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  • ISE 651 Epstein Institute Seminar

    Tue, Oct 18, 2016 @ 03:30 PM - 04:50 PM

    Daniel J. Epstein Department of Industrial and Systems Engineering

    Conferences, Lectures, & Seminars

    Speaker: Dr. Matthew Plumlee, Assistant Professor - University of Michigan

    Talk Title: Bayesian calibration of complex systems: methods, applications, and lingering issues

    Abstract: -“ Bayesian calibration is used to combine collected
    experimental or observational data with existing
    understanding. The popularity of this method is tied to several
    features: it can incorporate unknown parameters, it can function
    when the model is imperfect, and it offers both future prediction
    and uncertainty quantification. This seminar will discuss the
    general methods and some applications of Bayesian calibration
    while challenging the current state-of-the-art science on the
    topic. Chiefly, this talk will discuss a modeling framework that is
    widely adopted but leaves the posterior of the parameter often
    sub-optimally broad. There has been no generally accepted
    alternatives to date. This presentation will illustrate how using
    Bayesian calibration where the prior distribution on the bias
    (potential model incorrectness) is orthogonal to the gradient of the
    computer model. Problems associated with Bayesian calibration
    are shown to be mitigated through analytic results in addition to example.

    Biography: Matthew Plumlee received his Ph.D. degree in Industrial and Systems Engineering from the
    Georgia Institute of Technology. He is currently an Assistant Professor in the department Industrial and
    Operations Engineering at the University of Michigan. His research interests include statistical learning with
    special emphasis on model calibration and uncertainty quantification. He received the Georgia Tech Sigma Xi
    Best Dissertation Award and the Quality, Reliability and Statisitistic Best Student Paper Award from INFORMS.
    His work has appeared in the Journal of the American Statistical Association and Technometrics.

    Host: Dr. Jong-Shi Pang & Dr. Qiang Huang

    Location: Ethel Percy Andrus Gerontology Center (GER) - 206

    Audiences: Everyone Is Invited

    Contact: Angela Reneau

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