Lattice-based designs with quasi-optimal separation distance on all projections

A framework for controlling sources of inaccuracy in Gaussian process emulation of deterministic computer experiments

Xu He

Biometrika, 2021, vol. 108, issue 2, 443-454

Abstract: SummaryExperimental designs that spread points apart from each other on projections are important for computer experiments, when not necessarily all factors have a substantial influence on the response. We provide a theoretical framework for generating designs that have quasi-optimal separation distance on all the projections and quasi-optimal fill distance on univariate margins. The key is to use special techniques to rotate certain lattices. One such type of design is the class of densest packing-based maximum projection designs, which outperform existing types of space-filling designs in many scenarios.

Keywords: Design of experiment; Emulation; Gaussian process model; Geometry of numbers; Latin hypercube; Maximin distance design; Maximum projection design; Minkowski’s first theorem (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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