Maximin design on non hypercube domains and kernel interpolation

DOI10.1007/S11222-011-9273-9zbMATH Open1252.62078arXiv1004.0784OpenAlexW2088677675WikidataQ60461476 ScholiaQ60461476MaRDI QIDQ693295FDOQ693295

Pierre Barbillon, Jean-Michel Marin, Yves Auffray

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1004.0784

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zbMATH Keywords

simulated annealingcomputer experimentsKrigingkernel interpolation

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Optimal statistical designs (62K05) Computing methodologies and applications (68U99) Design of statistical experiments (62K99)

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Cited In (10)

• Efficient prediction designs for random fields
• Bounding rare event probabilities in computer experiments
• Discrete particle swarm optimization for constructing uniform design on irregular regions
• Space-filling experimental designs for constrained design spaces
• Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
• Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs
• Bayesian Quadrature, Energy Minimization, and Space-Filling Design
• A Framework for Controlling Sources of Inaccuracy in Gaussian Process Emulation of Deterministic Computer Experiments
• Space-filling designs on Riemannian manifolds
• A standardized distance-based index to assess the quality of space-filling designs

Uses Software

• DACE
• TOMS659

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