Status | 已发表Published |
Title | Construction of uniform designs over continuous domain in computer experiments |
Creator | |
Date Issued | 2021 |
Source Publication | Communications in Statistics: Simulation and Computation
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ISSN | 0361-0918 |
Abstract | Limited by practical operation, most experimental designs were constructed on discrete space, even if the influencing factors themselves are continuous. While in computer experiments, one can explore more possibilities to improve the modeling performance without increasing the test cost. As a space-filling design, the construction of uniform designs (UDs) can be naturally extended from lattice domain to continuous domain, so as to obtain better uniformity. In this article, coordinate descent methods are employed to construct UDs over the continuous domain with an initialization derived by threshold accepting (TA) algorithm. Our approach is suitable for arbitrary L -discrepancy. In particular, we provide the coordinate gradients under centered L -discrepancy and mixture discrepancy, as well as the code package. Computer experiments built on Kriging models show that our method can not only obtain more uniform designs, but also perform better in modeling than previous records. |
Keyword | Computer experiment Coordinate descent Discrepancy Kriging modeling Threshold accepting Uniform designs |
DOI | 10.1080/03610918.2021.2011924 |
URL | View source |
Indexed By | SCIE |
Language | 英语English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000729691800001 |
Scopus ID | 2-s2.0-85121482511 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/7733 |
Collection | Faculty of Science and Technology |
Corresponding Author | Lin, Yuxuan |
Affiliation | 1.Department of Mathematics,Hong Kong Baptist University,Kowloon Tong,Hong Kong 2.Department of Statistics and Data Science,Southern University of Science and Technology,Shenzhen,China 3.Division of Science and Technology,BNU-HKBU United International College,Zhuhai,China 4.The Key Lab of Random Complex Structures and Data Analysis,The Chinese Academy of Sciences,Beijing,China |
Corresponding Author Affilication | Beijing Normal-Hong Kong Baptist University |
Recommended Citation GB/T 7714 | Lai, Jianfa,Fang, Kaitai,Peng, Xiaolinget al. Construction of uniform designs over continuous domain in computer experiments[J]. Communications in Statistics: Simulation and Computation, 2021. |
APA | Lai, Jianfa, Fang, Kaitai, Peng, Xiaoling, & Lin, Yuxuan. (2021). Construction of uniform designs over continuous domain in computer experiments. Communications in Statistics: Simulation and Computation. |
MLA | Lai, Jianfa,et al."Construction of uniform designs over continuous domain in computer experiments". Communications in Statistics: Simulation and Computation (2021). |
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