dr. W.C.M. (Wim) van Beers
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Faculty of Economics and Business
Section Mathematical Economics & Mathematics
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Valckenierstraat
65
1018 XE Amsterdam
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w.c.m.vanbeers@uva.nl
T: 0205255372
Courses
Undergraduate courses on Mathematics, Statistics, Numerical Analysis and Computer Programming.
Research
Expertise :
Wim van Beers is a member of the Department of Quantitative Economics of the
University of Amsterdam. His primary research area is Kriging for interpolation
in random simulation.
Other activities
Treasurer of the PublicLibrary Heusden
Education
Ph. D., Tilburg University, Department Information Systems and Management,
Operations Research Group.
Dissertation on simulation in Operational Research, title: 'Kriging Metamodeling
for Simulation'
Supervisor: Professor Dr. Jack P.C. Kleijnen.
M.Sc. in mathematics, University of Amsterdam, Faculty of Science.
Thesis on numerical analysis, title: Een Verkenning van Triangular
Bernstein-Bezier patches.
Supervisor: Dr. Pia R. Pfluger.
Favorite Quote
“It is not possible to wait for inspiration, and even inspiration alone is
not sufficient. Work and more work is necessary. Man blessed by genius can
create nothing really great, not even anything mediocre, if he does not toil as
hard as a slave.”
<<Peter Ilyich Tchaikovsky>>
Publication list
A . Working papers
WP1 Convex Kriging metamodels for random simulation (Together with Jack P.C. Kleijnen and E. Mehdad)
B. Publications
13. Convex and monotonic bootstrapped Kriging ( Together with Jack P.C.
Kleijnen and E. Mehdad) Proceedings of the 2012 Winter Simulation Conference,
edited by C. Laroque, J. Himmelspach, R. Pasupathy, O. Rose, and A.M. Uhrmacher
12. Monotonicity-preserving bootstrapped Kriging metamodels for expensive
simulations. (Together with Jack P.C.Kleijnen); Journal of the Operational
Research Society, 64(5), 2013, 708-717
11. Expected improvement in efficient global optimization through bootstrapped
Kriging. (Together with Jack P.C. Kleijnen and I. van Nieuwenhuyse); Journal on
Global Optimization, 54, 2012, pp 59-73
10. Constrained optimization in simulation: a novel approach. (Together with
Jack P.C.Kleijnen, and Inneke van Nieuwwenhuyse) European Journal of Operational
Research, 202, 2010, pp. 164-174
9. Kriging metamodeling in constrained simulation optimization: an explorative
study (Together with William E. Biles, Jack P.C.Kleijnen, and Inneke van
Nieuwwenhuyse) Proceedings of the 2007 Winter Simulation Conference, eds. S. G.
Henderson, B. Biller, M.-H. Hsieh, J. Shortle, J. D. Tew, and R. R. Barton, pp.
355-362
8. Kriging in constrained optimization of computer simulations (Together with
William E. Biles and Jack P.C.Kleijnen) ECEC-FUBUTEC-EUROMEDIA 2007, Delft
University of Technology 2007
7. Kriging metamodeling in discrete-event simulation: an overview. Proceedings
of the 2005 Winter Simulation Conference, eds. M.E. Kuhl, N.M. Steiger, F.B.
Armstrong, J.A. Joines, Association for Computing Machinery (ACM), New York, pp.
202-208
6. Kriging Metamodeling for Simulation. Ph.D. dissertation, Tilburg University,
Tilburg, 28 October 2005
5. Customized sequential designs for random simulation experiments: Kriging
metamodeling and bootstrapping (Together with J.P.C. Kleijnen), European Journal
of Operational Research 186, no. 3, 2008, pp. 1099-1113
4. Kriging interpolation in simulation: a survey. (Together with J.P.C.
Kleijnen). Proceedings of the 2004 Winter Simulation Conference, eds. R.G.
Ingalls, M.D. Rossetti, J.S. Smith, B.A. Peter, Institute of Electrical and
Electronics Engineers, Piscataway, NJ, pp. 113-121
3. Application-driven sequential designs for simulation experiments: Kriging
metamodeling (Together with J.P.C. Kleijnen) Journal of the Operational Research
Society, 55, issue 9, August 2004, pp. 876-883
2. Robustness of Kriging when interpolating in random simulation with
heterogeneous variances: some experiments . (Together with J.P.C. Kleijnen).
European Journal of Operational Research, vol. 165, issue 3, 2005, pp. 826-834
1. Kriging for interpolation in random simulation. (Together with J.P.C.
Kleijnen). Journal of the Operational Research Society, no. 54, 2003, pp.
255-262
C. Seminars
15. Kriging and Bootstrapping: two examples. Workshop European Science
Foundation, Rome, 10 May 2012
14. Monotonicity-preserving bootstrapped Kriging metamodels for expensive
simulations. CentER, Tilburg University, Tilburg, 2 July 2009
13. Sampling-based Optimization in the Presence of Uncertainty. Dagstuhl
Seminar, Schloss Dagstuhl, Germany, 26 - 30 April 2009
12. Metamodels and Design of Experiments. Eindhoven University of Technology,
Eindhoven, 10 September 2008
11. Constrained optimization in simulation: novel approach. Seminar at the
Winter Simulation Conference 2007, Washington DC, 9-12 December 2007
10. Constrained optimization in simulation: novel approach. CentER, Tilburg
University, Tilburg, 8 November 2007
9. Kriging metamodeling in discrete-event simulation: an overview. Seminar at
the Winter Simulation Conference 2005, Orlando, 4-7 December 2005
8. Kriging interpolation in simulation: a survey. Seminar at the Winter
Simulation Conference 2004, Washington DC, 5-8 December 2004
7. Kriging interpolation in simulation: a survey.Seminar at OR 2004, Tilburg
University, 1-3 September 2004
6. Customized sequential designs for random simulation experiments: Kriging
metamodeling and bootstrapping. CentER, Tilburg University, Tilburg, 15 July
2004
5. Kriging for interpolation in simulation. Philips Research Laboratories ,
Eindhoven, 13 January 2004
4. Application-driven sequential designs for simulation experiments: Kriging
metamodeling Seminar at EURO/INFORMS, Istanbul (Turkey), 6-10 July 2003
3. Robustness of Kriging when interpolating in random simulation with
heterogeneous variances. CentER, Tilburg University, Tilburg, 2002
2. Kriging for interpolation in discrete-event simulation. CentER, Tilburg
University, Tilburg, 20 September 2001
1. Metamodels in simulation: stationary covariance processes, Kriging and
splines. CentER, Tilburg University, Tilburg, 2000
2013
- J.P.C. Kleijnen & W.C.M. van Beers (2013). Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations. Journal of the Operational Research Society, 64 (5), 708-717. doi: 10.1057/jors.2011.148
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Universiteit Tilburg
Onderzoek computersimulaties, metamodellen en designs -
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