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    题名: Uniform Design over General Input Domains with Applications to Target Region Estimation in Computer Experiments
    作者: 洪英超
    S.C. Chuang
    Y.C. Hung
    贡献者: 統計學系
    日期: 2010-01
    上传时间: 2010-03-15 14:16:16 (UTC+8)
    摘要: The power of uniform design (UD) has received great attention in the area of computer experiments over the last two decades. However, when conducting a typical computer experiment, one finds many non-rectangular types of input domains on which traditional UD methods cannot be adequately applied. In this study, we propose a new UD method that is suitable for any type of design area. For practical implementation, we develop an efficient algorithm to construct a so-called nearly uniform design (NUD) and show that it approximates very well the UD solution for small sizes of experiment. By utilizing the proposed UD method, we also develop a methodology for estimating the target region of computer experiments. The methodology is sequential and aims to (i) provide adaptive models that predict well the output measures related to the experimental target; and (ii) minimize the number of experimental trials. Finally, we illustrate the developed methodology on various examples and show that, given the same experimental budget, it outperforms other approaches in estimating the prespecified target region of computer experiments
    關聯: Computational Statistics and Data Analysis, Vol.54 no.1, pp.219-232
    描述: Article Outline
    1. Introduction and motivating examples
    2. Uniform design over general input domains
    2.1. A new measure of uniformity: Central composite discrepancy
    2.2. The weighted uniform design
    2.3. Construction of nearly uniform designs
    2.4. Discussion
    3. Methodology for target region estimation
    3.1. Choosing the weight function f(x) for UD
    3.2. Fitting response models
    3.3. Sequential weighted uniform design for target region estimation
    4. Performance assessment
    5. Concluding remarks
    References
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1016/j.csda.2009.08.008
    DOI: 10.1016/j.csda.2009.08.008
    显示于类别:[統計學系] 期刊論文

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