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  • 标题:Maximin Design on Non-Hypercube Domain and Kernel Interpolation
  • 本地全文:下载
  • 作者:Yves Auffray ; Yves Auffray ; Pierre Barbillon
  • 期刊名称:Procedia - Social and Behavioral Sciences
  • 印刷版ISSN:1877-0428
  • 出版年度:2010
  • 卷号:2
  • 期号:6
  • 页码:7601-7602
  • DOI:10.1016/j.sbspro.2010.05.137
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractIn computer experiment framework, the choice in a design of experiments is an important concern. When there is no information about the black box function to be approximated, an exploratory design is usually taken. Two well-known exploratory criteria are minimax and maximin. In a hypercube the standard strategy consists of taking a maximin design within a class of Latin hypercube designs. However, in a non hypercubic context, it does not make sense to use the Latin hypercube sampling. A theoretical justification to maximin and minimax criteria with regard to the kernel interpolation is first provided. Then, a simulated annealing algorithm is proposed in order to find a maximin design in any bounded connected Domain.
  • 关键词:maximin;minimax designs;Kernel Interpolation;Kriging;Computer experiments;simulated annealing
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