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VOŘECHOVSKÝ, M. ELIÁŠ, J.
Original Title
Improved formulation of Audze–Eglajs criterion for space-filling designs
Type
miscellaneous
Language
English
Original Abstract
The Audze–Eglajs (AE) criterion was developed to achieve uniform distribution of experimental points in a hypercube. However, the paper shows that the AE criterion provides strongly nonuniform designs due to the effect of boundaries of the hypercube. We propose a simple remedy that lies in the assumption of periodic boundary conditions. The biased behavior of the original AE criterion and excellent performance of the modified criterion is demonstrated using simple numerical examples focused on (i) uniformity of the samples density over the design space and, (ii) statistical sampling efficiency measured through the ability to correctly estimate statistics of functions of random variables.
Keywords
design of experiments, criterion of optimality of a design, Simulated annealing, combinatorial optimization, quality comparison of designs, periodic extension of design space
Authors
VOŘECHOVSKÝ, M.; ELIÁŠ, J.
Released
12. 7. 2015
Location
Vancouver, Canada
Pages from
1
Pages to
8
Pages count
BibTex
@misc{BUT122559, author="Miroslav {Vořechovský} and Jan {Eliáš}", title="Improved formulation of Audze–Eglajs criterion for space-filling designs", year="2015", pages="1--8", address="Vancouver, Canada", note="miscellaneous" }