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Status已发表Published
TitleConstruction of uniform designs over continuous domain in computer experiments
Creator
Date Issued2021
Source PublicationCommunications in Statistics: Simulation and Computation
ISSN0361-0918
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.

KeywordComputer experiment Coordinate descent Discrepancy Kriging modeling Threshold accepting Uniform designs
DOI10.1080/03610918.2021.2011924
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000729691800001
Scopus ID2-s2.0-85121482511
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/7733
CollectionFaculty of Science and Technology
Corresponding AuthorLin, 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 AffilicationBeijing 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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