Speaker
Dr. Roshan Joseph, A. Russell Chandler III Chair and Professor, H. Milton Stewart School of Industrial and Systems Engineering, Georgia Tech; Fellow of ASA and ASQ
Title
Statistics Seminar Series
Subtitle
Factor Importance Ranking and Selection
Physical Location
Allen 411
Abstract:
There can be numerous factors present in a system, but only a few may affect the output. In this talk I will explain how to identify the important factors and rank them according to their importance using total Sobol’ indices. I will start with a simple case where we know the input-output relationship and can simulate the inputs using experimental design techniques. Then I will move on to the more complicated case of observational data and introduce FIRST indices. FIRST is a fast and nonparametric method, which performs better than the state-of-the-art techniques for variable selection and importance ranking. The content of the talk is based on the following two papers.
Xiao, Q., Joseph, V. R., and Ray, D. M. (2023). “Maximum One-Factor-At-A-Time Designs for Screening in Computer Experiments”. Technometrics, 65, 220-230. https://www.tandfonline.com/doi/full/10.1080/00401706.2022.2141897
Huang, C. and Joseph, V. R. (2025). “Factor Importance Ranking and Selection using Total Indices”. Technometrics, to appear. https://www.tandfonline.com/doi/full/10.1080/00401706.2025.2483531
About the Speaker:
Roshan Vengazhiyil Joseph is a A. Russell Chandler III Chair and Professor in the Stewart School of Industrial & Systems Engineering at Georgia Tech.
Dr. Joseph’s research interests are in the broad areas of applied and computational statistics. A major focus of his research is in developing novel data analytic methods for solving complex engineering problems. He has several years of consulting experience in solving quality-related problems in industries.
Dr. Joseph’s honors include Distinguished Dissertation Award from the University of Michigan in 2003, CAREER Award from National Science Foundation in 2005, Jack Youden Prize from ASQ in 2005, Best Paper Award from IIE Transactions in 2009, Franz Edelman Laureate from INFORMS in 2017, Statistics in Physical & Engineering Sciences Award from ASA in 2019, SPAIG Award from the ASA in 2020, Lloyd S. Nelson Award from ASQ in 2021, Wilcoxon Award from ASQ in 2023, and Distinguished Alumni Award from NIT-Calicut in 2024. He is a Fellow of ASA (elected in 2012) and ASQ (elected in 2020). He was the Editor of Technometrics from 2020-2022.
Dr. Joseph received a Ph.D. degree in Statistics from the University of Michigan, Ann Arbor in 2002 and holds an M.Tech. degree in Quality, Reliability, and Operations Research from Indian Statistical institute, Calcutta and a B.Tech. degree in Production Engineering and Management from National Institute of Technology, Calicut, India.
Note:
To schedule a separate meeting with the guest speaker, faculty and students may contact JZ at jzhang@math.msstate.edu.