Design of computer experiments: space filling and beyond

Design of computer experiments: space filling and beyond
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DOI:
10.1007/s11222-011-9242-3
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发表时间:
2012-05-01
影响因子:
2.2
通讯作者:
Mueller, Werner G.
Mueller, Werner G.
中科院分区:
数学2区
文献类型:
--
作者:
Pronzato, Luc;Mueller, Werner G.

文献摘要

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在设置计算机实验时,选择均匀分布在可用空间中的输入已成为一种标准做法。这些所谓的空间填充设计现在在相应的出版物和会议中无处不在。统计学上的说法是,当涉及到仿真器功能的预测和估计时,这种设计具有上级属性。在本文中,我们要审查的情况下,这种优势,提供了一些新的论点,并澄清超越空间填充的动机。概述了国家的空间填充的介绍和补充这些结果。
When setting up a computer experiment, it has become a standard practice to select the inputs spread out uniformly across the available space. These so-called space-filling designs are now ubiquitous in corresponding publications and conferences. The statistical folklore is that such designs have superior properties when it comes to prediction and estimation of emulator functions. In this paper we want to review the circumstances under which this superiority holds, provide some new arguments and clarify the motives to go beyond space-filling. An overview over the state of the art of space-filling is introducing and complementing these results.