Construction of uniform designs over continuous domain in computer experiments

Lai, Jianfa1,2; Fang, Kai-Tai3,4; Peng, Xiaoling3; Lin, Yuxuan3

2021-11-01

10.1080/03610918.2021.2011924

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION   影响因子和分区

0361-0918

1532-4141

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-2-discrepancy. In particular, we provide the coordinate gradients under centered L-2-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.

Computer experiment Coordinate descent Discrepancy Kriging modeling Threshold accepting Uniform designs

SCI ; EI

英语

其他

Guangdong Natural Science Foundation[2018A0303130231] ; BNU-HKBU United International College[R202108]

Mathematics

Statistics & Probability

WOS:000729691800001

TAYLOR & FRANCIS INC

20215211374338

Statistics

Numerical Methods:921.6 ; Mathematical Statistics:922.2

MATHEMATICS

2-s2.0-85121482511

Web of Science

1.Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Hong Kong, Peoples R China
2.Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen, Peoples R China
3.BNU HKBU United Int Coll, Div Sci & Technol, Zhuhai 519085, Peoples R China
4.Chinese Acad Sci, Key Lab Random Complex Struct & Data Anal, Beijing, Peoples R China

Lai, Jianfa,Fang, Kai-Tai,Peng, Xiaoling,et al. Construction of uniform designs over continuous domain in computer experiments[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2021,53(1):130-146.

Lai, Jianfa,Fang, Kai-Tai,Peng, Xiaoling,&Lin, Yuxuan.(2021).Construction of uniform designs over continuous domain in computer experiments.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,53(1),130-146.

Lai, Jianfa,et al."Construction of uniform designs over continuous domain in computer experiments".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 53.1(2021):130-146.