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计算机实验的正交空间填充设计

牟唯嫣1 ,崔栋利1 ,熊世峰2   

  1. 1.北京建筑大学理学院,北京 102616;2.中国科学院数学与系统科学研究院, 北京 100190
  • 出版日期:2015-12-25 发布日期:2016-01-12

牟唯嫣,崔栋利,熊世峰. 计算机实验的正交空间填充设计[J]. 系统科学与数学, 2015, 35(12): 1457-1462.

MU Weiyan,CUI Dongli,XIONG Shifeng. ORTHOGONAL SPACE-FILLING DESIGNS FOR COMPUTER EXPERIMENTS[J]. Journal of Systems Science and Mathematical Sciences, 2015, 35(12): 1457-1462.

ORTHOGONAL SPACE-FILLING DESIGNS FOR COMPUTER EXPERIMENTS

MU Weiyan1 ,CUI Dongli 1,XIONG Shifeng2   

  1. 1.School of Science, Beijing University of Civil Engineering and Architecture, Beijing 102616;2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190
  • Online:2015-12-25 Published:2016-01-12

探讨了一类正交的空间填充设计, 它们是在正交约束下优化某种空间填充性准则的优化问题的解. 文章提出了一个分组坐标下降算法来求解该优化问题. 数值模拟表明这个算法能够有效地找到具有很好空间填充性质的正交设计. 另外, 正交的最大最小距离设计在计算机实验预测方面的表现与常用的设计是可比的.

This paper discusses a class of orthogonal space-filling designs, which are solutions to an optimization problem optimizing some space-filling criterion under the orthogonal constraint. We introduce a block coordinate descent algorithm to construct such designs. Numerical simulations indicate that this algorithm can efficiently find orthogonal designs with good space-filling properties. In addition, orthogonal maximin distance designs are comparable with popular designs in terms of prediction accuracy for computer outputs.

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