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Russell
C.H. Cheng is Emeritus Professor of Operational Research in Mathematical Scien=
ces,
Southampton University, UK.
Contact
Information
Please use
I rarely use my university email.
Brief
CV
Russell Cheng
He obtained an MA and the Diploma in Mathematical Statis=
tics
from Cambridge University, and a PhD from University of Bath. He was previo=
usly
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 Simula=
tion
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 Jou=
rnal
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 high=
est
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 has been 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.
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
Tutori=
al
Examples & Assessment
2
Parametric Bootstrap Example
5
TollBooth Uncertainties Example
6
TollBooth Uncertainties Assessment
SW23 Powerpoint
presentation of A
Study of the UK Covid Pandemic and World Climate Change with the
MultiWave Skew-Logistic process
And Publications
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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=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D
NATCOR 2019: Experimental Design and Analys=
is
Lecture Notes with four linked Excel Exam=
ples Lect=
ure
Notes
Fitting
Distributions
This link, FittingDistributionsVersion14
is to an Excel Workbook with VBA modules that can fit various different
continuous univariate distributions.
These include:
In version 14 also
The workbook can al=
so
assess the goodness of fit using the Anderson-Darling test. The critical po=
ints
are calculated for the model being fitted using bootstrap resampling.
This App is based o=
n my
WSC2011 paper downloadable here Cheng2011
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=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=
=3D=3D=3D=3D=3D=3D
Here is a link to t=
he
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 discu=
sses
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 include=
s a
brief guide. |