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題名 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
貢獻者 統計學系
日期 2010-01
上傳時間 15-Mar-2010 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
資料類型 article
DOI http://dx.doi.org/10.1016/j.csda.2009.08.008
dc.contributor 統計學系zh_TW
dc.creator (作者) 洪英超zh_TW
dc.creator (作者) S.C. Chuangen
dc.creator (作者) Y.C. Hungen
dc.date (日期) 2010-01-
dc.date.accessioned 15-Mar-2010 14:16:16 (UTC+8)-
dc.date.available 15-Mar-2010 14:16:16 (UTC+8)-
dc.date.issued (上傳時間) 15-Mar-2010 14:16:16 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/38220-
dc.description (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
-
dc.description.abstract (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 experimentsen
dc.description.tableofcontents 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
en
dc.format.extent 1146675 bytes-
dc.format.mimetype application/pdf-
dc.language enen
dc.language.iso en_US-
dc.relation (關聯) Computational Statistics and Data Analysis, Vol.54 no.1, pp.219-232en
dc.title (題名) Uniform Design over General Input Domains with Applications to Target Region Estimation in Computer Experimentsen
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1016/j.csda.2009.08.008en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1016/j.csda.2009.08.008en_US