文章基本信息

标题：Maximin Design on Non-Hypercube Domain and Kernel Interpolation
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作者：Yves Auffray ; Yves Auffray ; Pierre Barbillon 等
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