Speaker: Dr. Roshan Joseph, A. Russell Chandler III Chair and Professor, Stewart School of Industrial and Systems Engineering, Georgia Tech, Atlanta

Title: Rational Kriging

Abstract: I will talk about a new kriging method that has a rational form. It is shown that the generalized least squares estimator of the mean from rational kriging is much more well behaved than that of ordinary kriging. Parameter estimation and uncertainty quantification for rational kriging are proposed using a Gaussian process framework. I will also discuss a generalized version of rational kriging, which includes ordinary and rational kriging as special cases. Extensive simulations carried out over a wide class of functions show that the generalized rational kriging performs on par or better than both ordinary and rational kriging in terms of prediction and uncertainty quantification. The potential applications of the new kriging methods in the emulation, calibration, and optimization of computationally expensive models will be illustrated with real and simulated examples.

Bio: Dr. Roshan Joseph is A. Russell Chandler III Chair and Professor in the Stewart School of Industrial and Systems Engineering at Georgia Tech, Atlanta.  He holds a Ph.D. degree in Statistics from the University of Michigan, Ann Arbor. His research focuses on computational and applied statistics with applications to engineering. He is a recipient of CAREER Award from NSF in 2005, Jack Youden Prize from the ASQ in 2005, Best Paper Award from IIE Transactions in 2009, Edelman Laureate from INFORMS in 2017, SPES Award from the ASA in 2019, SPAIG Award from the ASA in 2020, Lloyd S. Nelson Award from ASQ in 2021, and Wilcoxon Award from ASQ in 2023. He is a Fellow of the ASA and ASQ, and served as the Editor-in-Chief of Technometrics from 2020-2022.