应数学学院讲席教授杨立坚、概率统计与运筹控制系主任田波平教授的邀请，国际统计学会（ISI）主席Fabrizio Ruggeri教授将于近日来访我校并做报告，欢迎感兴趣的师生参加。报告详情如下：

报告题目：Likelihood-Free Parameter Estimation for Dynamic Queueing Networks: The immigration queue at an international airport

报告摘要：Many complex real-world systems such as airport terminals, manufacturing processes and hospitals are modelled with networks of queues. To estimate parameters, restrictive assumptions are usually placed on these models. For instance arrival and service distributions are assumed to be time-invariant. Violating this assumption are so-called dynamic queueing networks (DQNs) which are more realistic but do not allow for likelihood-based parameter estimation.We consider the problem of using data to estimate the parameters of a DQN. This the first example of Approximate Bayesian Computation (ABC) being used for parameter inference of DQNs. We combine computationally efficient simulation of DQNs with ABC and an estimator for maximum mean discrepancy. DQNs are simulated in a computationally efficient manner with Queue Departure Computation (a simulation techniques we are proposing), without the need for time-invariance assumptions, and parameters are inferred from data without strict data-collection  requirements. Forecasts are made which account for parameter uncertainty. We embed this queueing simulation within an ABC sampler to estimate parameters for DQNs in a straightforward manner. We motivate and demonstrate this work with the example of passengers arriving at the passport control in an international airport.

报告时间：2023年9月11日，15:00-17:00

报告地点：诚意楼103

报告人简介：He had various international appointments, including Adjunct Professor at Queensland University of Technology (Brisbane, Australia), International Professor Affiliate at Polytechnic Institute (New York University, USA), Chair of Excellence at Universidad Carlos III and ICMAT-CSIC (Madrid, Spain) and Faculty of the Ph.D. programme in Statistics at the Universidad de Valparaiso (Chile). He is the President-Elect of the International Statistical Institute (ISI) for the 2023-2025 term, after which he will serve as President from 2025 to 2027. He has been President of ENBIS (European Network for Business and Industrial Statistics), ISBA (International Society for Bayesian Analysis) and ISBIS (International Society for Business and Industrial Statistics), and ISI Vice President. He is a Fellow of IMS (Institute of Mathematical Statistics), ASA (American Statistical Association) and ISBA (which also awarded him the first Zellner Medal), and ENBIS Honorary Member.