Russell Cheng Home Page

Russell C.H. Cheng is Emeritus Professor of Operational Research in Mathematical Sciences, Southampton University, UK.

Contact Information

Please use

cheng@btinternet.com

I rarely use my university email.

Brief CV

Russell Cheng is Emeritus Professor at Southampton having been Professor of Operational Research and Head of the OR Group from 1999 to 2007, in the School of Mathematics.

He obtained an MA and the Diploma in Mathematical Statistics from Cambridge University, and a PhD from University of Bath. He was previously Deputy Director of the Institute of Mathematics and Statistics and Head of Management Science at the University of Kent at Canterbury. He was Visiting Professor at the University of North Carolina (UNC) at Chapel Hill in the academic year 1985-6.

He is author of over 140 publications on: Design and Analysis of Simulation Experiments, Non-standard Parametric Estimation, Computer Generated Graphics, Optimal Control of Industrial Processes, and Marine Simulation.

He is a former Fellow of the Royal Statistical Society, a Fellow of the Institute of Mathematics and Its Applications, and is a past Chairman of the United Kingdom Simulation Society. He is a past Board Member of EUROSIM, the Federation of Simulation Societies in Europe.

He has been an Associate Editor of Management Science and was Joint Editor of the IMA Journal of Mathematics Applied in Business and Industry, and then founding Editor of the IMA Journal of Management Mathematics for which he received, in 2008, the IMA Certificate of Service.

He was Council member of the INFORMS Simulation Society (2006-08) and received its Distinguished Service Award in 2007 and the highest honour of the Society, the Lifetime Professional Achievement Award in 2016. He received the, Beale Medal, the highest award of the Operational Research Society, in 2018, presenting the Memorial Beale Lecture in 2020.

He was the Consultant Research Director of Norcontrol Imaging Systems Ltd, a subsidiary of Norcontrol a.s., the largest manufacturer of marine simulators world-wide.

He is author of the book Non-Standard Parametric Statistical Inference published in 2017 by Oxford University Press.

He is currently a course lecturer in the UK National Taught Course Centre in Operational Research (NATCOR) which delivers nationwide residential courses to UK research students in OR and Management Science.

Publications

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NATCOR Simulation 2021: Bootstrapping

Winter Simulation 2015 Advanced Tutorial Paper

NATCOR 2021 Bootstrapping Updated 7 July 2021

Guidance Notes (Read this before the Course)

Lecture Notes

Slides (PDF)

Slides (MSWord)

Examples

Tutorial Examples & Assessment

1 Basic Bootstrap Example

2 Parametric Bootstrap Example

3 GammaFit TollBooth Example

4 NormalFit TollBooth Example

5 TollBooth Uncertainties Example

6 TollBooth Uncertainties Assessment

SW21 Presymptomatic Covid-19 PowerPoint Slides

SW21 Presymptomatic Covid-19 Conference Paper

AAA Folder\SW23 PP Presentation 28 Mar 2023.ppt A Study of the UK Covid Pandemic and World Climate Change with the MultiWave Skew-Logistic process

SEIR Epidemic Model

This is a link to an Excel Workbook SEIR Model for South Africa.

Here are Notes about the SEIR Model and Its fitting to Data

Here are Notes about Infector-Infectee Case History and Calculation

of the Reproduction Number R

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NATCOR 2019: Experimental Design and Analysis

Lecture Notes with four linked Excel Examples Lecture Notes

Fitting Distributions

This link, FittingDistributionsVersion14 is to an Excel Workbook with VBA modules that can fit various different continuous univariate distributions.

These include:

• gamma distribution (any of up to 3 pars)
• Johnson SU(up to 4 pars)
• log-gamma distribution (up to 3 pars)
• normal distribution
• Pearson distribution - all types
• Weibull distribution (up to 3 pars)

In version 14 also

• Johnson SB
• lognormal
• Johnson SU
• loggamma

The workbook can also assess the goodness of fit using the Anderson-Darling test. The critical points are calculated for the model being fitted using bootstrap resampling.

This App is based on my WSC2011 paper downloadable here Cheng2011

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Winter Simulation Conference 2009 Introductory Tutorial on Resampling Methods of Analysis in Simulation Studies:

Here is a link to the Proceedings paper with live links: WSC09CC5

Here is a link to a Word file with the text set out in presentation slide format, with active links: WSC09SlideFormatVersion

Fitting Finite Mixture Distributions. The paper Cheng & Currie 2013 discusses a Bayesian approach to this problem using Importance Sampling. There is an accompanying App in which the approach is implemented. The application is run by an Excel interface. The interface and application in zipped form can be downloaded from here: FineMix This is a folder containing all that is needed to use the App. It includes a brief guide.