Maximin design on non hypercube domains and kernel interpolation
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Publication:693295
Abstract: In the paradigm of computer experiments, the choice of an experimental design is an important issue. When no information is available about the black-box function to be approximated, an exploratory design have to be used. In this context, two dispersion criteria are usually considered: the minimax and the maximin ones. In the case of a hypercube domain, a standard strategy consists of taking the maximin design within the class of Latin hypercube designs. However, in a non hypercube context, it does not make sense to use the Latin hypercube strategy. Moreover, whatever the design is, the black-box function is typically approximated thanks to kernel interpolation. Here, we first provide a theoretical justification to the maximin criterion with respect to kernel interpolations. Then, we propose simulated annealing algorithms to determine maximin designs in any bounded connected domain. We prove the convergence of the different schemes.
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Cited in
(12)- Measures minimizing regularized dispersion
- Discrete particle swarm optimization for constructing uniform design on irregular regions
- Space-filling experimental designs for constrained design spaces
- Bayesian quadrature, energy minimization, and space-filling design
- Space-filling designs on Riemannian manifolds
- Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs
- Spectral approximation of the IMSE criterion for optimal designs in kernel-based interpolation models
- Bounding rare event probabilities in computer experiments
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
- Efficient prediction designs for random fields
- A framework for controlling sources of inaccuracy in Gaussian process emulation of deterministic computer experiments
- A standardized distance-based index to assess the quality of space-filling designs
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