Rotated Sphere Packing Designs

• 成果类型: Article
• 署名作者: He, Xu
• 署名单位: Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1080/01621459.2016.1222289
• 发表日期: 2017
• 页码: 1612-1622
• 关键词: latin hypercube designs; construction method; Minimax

摘要

We propose a new class of space-filling designs called rotated sphere packing designs for computer experiments. The approach starts from the asymptotically optimal positioning of identical balls that covers the unit cube. Properly scaled, rotated, translated, and extracted, such designs are excellent in maximin distance criterion, low in discrepancy, good in projective uniformity and thus useful in both prediction and numerical integration purposes. We provide a fast algorithm to construct such designs for any numbers of dimensions and points with R codes available online. Theoretical and numerical results are also provided. Supplementary materials for this article are available online.