Authors
Yves Auffray, Pierre Barbillon, Jean-Michel Marin
Publication date
2012/5
Journal
Statistics and Computing
Volume
22
Pages
703-712
Publisher
Springer US
Description
In the paradigm of computer experiments, the choice of an experimental design is an important issue. When no information is available about the black-box function to be approximated, an exploratory design has to be used. In this context, two dispersion criteria are usually considered: the minimax and the maximin ones. In the case of a hypercube domain, a standard strategy consists of taking the maximin design within the class of Latin hypercube designs. However, in a non hypercube context, it does not make sense to use the Latin hypercube strategy. Moreover, whatever the design is, the black-box function is typically approximated thanks to kernel interpolation. Here, we first provide a theoretical justification to the maximin criterion with respect to kernel interpolations. Then, we propose simulated annealing algorithms to determine maximin designs in any bounded connected domain. We prove the …
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