On algorithmic construction of maximin distance designs

被引:6
作者
Mu, Weiyan [1 ]
Xiong, Shifeng [2 ]
机构
[1] Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
基金
中国国家自然科学基金;
关键词
Computer experiment; Global optimization; Nested design; Projectional property; Quasi-Monte Carlo; Sliced design; Space-filling design; LATIN HYPERCUBE DESIGNS; SEARCH; OPTIMIZATION; OUTPUT;
D O I
10.1080/03610918.2016.1259478
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
Maximin distance designs are useful for conducting expensive computer experiments. In this article, we compare some global optimization algorithms for constructing such designs. We also introduce several related space-filling designs, including nested maximin distance designs, sliced maximin distance designs, and general maximin distance designs with better projection properties. These designs possess more flexible structures than their analogs in the literature. Examples of these designs constructed by the algorithms are presented.
引用
收藏
页码:7972 / 7985
页数:14
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