Maximum projection designs for computer experiments
成果类型：
Article
署名作者：
Joseph, V. Roshan; Gul, Evren; Ba, Shan
署名单位：
University System of Georgia; Georgia Institute of Technology; Procter & Gamble
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asv002
发表日期：
2015
页码：
371380
关键词：
摘要：
Space-filling properties are important in designing computer experiments. The traditional maximin and minimax distance designs consider only 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. Our design criterion can be computed at no more cost than a design criterion that ignores projection properties.