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ELIÁŠ, J. VOŘECHOVSKÝ, M.
Original Title
Modification of the Audze-Eglajs criterion to achieve a uniform distribution of sampling points
Type
journal article in Web of Science
Language
English
Original Abstract
The Audze–Eglājs (AE) criterion was developed to achieve a 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 the 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 are demonstrated using simple numerical examples focused on (i) the uniformity of sampling density over the design space and, (ii) statistical sampling efficiency measured through the ability to correctly estimate the statistical parameters of functions of random variables. An engineering example of reliability calculation is presented, too.
Keywords
Design of experiments; Periodic boundary conditions; Latin Hypercube sampling; Uniform distribution; Combinatorial optimization; Audze–Eglājs criterion; Audze-Eglais criterion
Authors
ELIÁŠ, J.; VOŘECHOVSKÝ, M.
Released
13. 7. 2016
ISBN
0965-9978
Periodical
ADVANCES IN ENGINEERING SOFTWARE
Year of study
2016
Number
100
State
United Kingdom of Great Britain and Northern Ireland
Pages from
82
Pages to
96
Pages count
15
BibTex
@article{BUT133229, author="Jan {Eliáš} and Miroslav {Vořechovský}", title="Modification of the Audze-Eglajs criterion to achieve a uniform distribution of sampling points", journal="ADVANCES IN ENGINEERING SOFTWARE", year="2016", volume="2016", number="100", pages="82--96", doi="10.1016/j.advengsoft.2016.07.004", issn="0965-9978" }