A Radial Scanning Statistic for Selecting Space-filling Designs in Computer Experiments

被引:2
|
作者
Roustant, Olivier [1 ]
Franco, Jessica [2 ]
Carraro, Laurent [3 ]
Jourdan, Astrid [4 ]
机构
[1] Ecole Natl Super Mines, 158 Cours Fauriel, St Etienne, France
[2] Total, Pau, France
[3] Telecom St Etienne, St Etienne, France
[4] Ecole Int Sc Trait Inform, Pau, France
来源
MODA 9 - ADVANCES IN MODEL-ORIENTED DESIGN AND ANALYSIS | 2010年
关键词
D O I
10.1007/978-3-7908-2410-0_25
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In the study of computer codes, filling space as uniformly as possible is important to describe the complexity of the investigated phenomenon. However, this property is not conserved by reducing the dimension. Some numeric experiment designs are conceived in this sense as Latin hypercubes or orthogonal arrays, but they consider only the projections onto the axes or the coordinate planes. We introduce a statistic which allows studying the good distribution of points according to all 1-dimensional projections. By angularly scanning the domain, we obtain a useful graphical representation. The advantages of this new tool are demonstrated on usual space-filling designs. Graphical, decisional and dimensionality issues are discussed.
引用
收藏
页码:189 / 196
页数:8
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