This talk attempts to address the fundamental question of “what is computer simulation?” Various simulation issues will be discussed, including, bootstrapping (re-sampling), Markov Chain Monte Carlo (MCMC), Statistical Distribution, random number generation, and computer models. Their basic concepts and usefulness will be discussed, but no specific algorithm will be given. Second portion of the talk will be focused on random number generation and computer models. Computer models can describe complicated physical phenomena. However, to use these models for scientific investigation, their generally running times and mostly deterministic nature require a special designed experiments. Recent advances on Latin Hypercube and Uniform Design will be discussed.

Dr. Dennis Lin is a University Distinguished Professor of Supply Chain Management and Statistics at Penn State University. His research interests are quality assurance, industrial statistics, data mining and response surface. He has published over 120 papers in a wide variety of journals. Dr. Lin is an elected fellow of the ASA, ISI, and ASQ, and has received the Most Outstanding Presentation Award from SPES, ASA. He is an honorary chair professor for various universities, including National Chengchi University (Taiwan), Remin University of China, Fudan University and XiAn Statistical Institute. He is also the recipient of the 2004 Faculty Scholar Medal Award at Penn State University.