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Title: Maximum projection designs for computer experiments

Journal Article · · Biometrika
 [1];  [1];  [2]
  1. Georgia Inst. of Technology, Atlanta, GA (United States)
  2. The Procter & Gamble Co., Mason, OH (United States)
+ Show Author Affiliations

Space-filling properties are important in designing computer experiments. The traditional maximin and minimax distance designs only consider space-filling in the full dimensional space. This can result in poor projections onto lower dimensional spaces, which is undesirable when only a few factors are active. Restricting maximin distance design to the class of Latin hypercubes can improve one-dimensional projections, but cannot guarantee good space-filling properties in larger subspaces. We propose designs that maximize space-filling properties on projections to all subsets of factors. We call our designs maximum projection designs. As a result, our design criterion can be computed at a cost no more than a design criterion that ignores projection properties.

Research Organization:
Georgia Institute of Technology, Atlanta, GA (United States)
Sponsoring Organization:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)
Grant/Contract Number:
SC0010548
OSTI ID:
1405144
Report Number(s):
DOE-GT-0010548-3; FG02-13ER26159
Journal Information:
Biometrika, Vol. 102, Issue 2; ISSN 0006-3444
Publisher:
Oxford University PressCopyright Statement
Country of Publication:
United States
Language:
English

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Linked Research (1)

Figures / Tables (6)

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Related Subjects

97 MATHEMATICS AND COMPUTING
Experimental design
Gaussian process
Latin hypercube design
Screening design
Space-filling design