Universally optimal designs for computer experiments

被引：0

作者：

Xu, HQ ^{[1
]}

机构：

[1] Univ Michigan, Dept Stat, Ann Arbor, MI 48109 USA

[2] Nankai Univ, Tianjin 300071, Peoples R China

来源：

STATISTICA SINICA | 1999年 / 9卷 / 04期

关键词：

computer experiments; Hamming distance; Lee distance; orthogonal arrays; universally optimal designs;

D O I：

暂无

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：

The concept of universal optimality from optimum design theory is introduced into computer experiments, modeled as realizations of stationary Gaussian processes. When the correlation function is a nondecreasing and convex function of a distance measure, it is shown that a design is universally optimal if it is equidistant and of maximum average distance. Examples of universally optimal designs are given with respect to rectangular, Euclidean, Hamming, and Lee distances.

引用

页码：1083 / 1088

页数：6