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Construction of high-dimensional high-separation distance designs
Journal of Statistical Planning and Inference ( IF 0.9 ) Pub Date : 2024-02-01 , DOI: 10.1016/j.jspi.2024.106150
Xu He , Fasheng Sun

Space-filling designs that possess high separation distance are useful for computer experiments. We propose a novel method to construct high-dimensional high-separation distance designs. The construction involves taking the Kronecker product of sub-Hadamard matrices and rotation. In addition to possessing better separation distance than most existing types of space-filling designs, our newly proposed designs enjoy orthogonality and projection uniformity and are more flexible in the numbers of runs and factors than that from most algebraic constructions. From numerical results, such designs are excellent in Gaussian process emulation of high-dimensional computer experiments. An R package on design construction is available online.

中文翻译:

高维高间隔距离设计的构建

具有高间隔距离的空间填充设计对于计算机实验非常有用。我们提出了一种构建高维高分离距离设计的新方法。该构造涉及获取子哈达玛矩阵的克罗内克积和旋转。除了比大多数现有类型的空间填充设计具有更好的分隔距离之外,我们新提出的设计还具有正交性和投影均匀性,并且在游程数量和因子方面比大多数代数构造更灵活。从数值结果来看,此类设计在高维计算机实验的高斯过程仿真中表现出色。有关设计构造的 R 包可在线获取。
更新日期:2024-02-01
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