Design of computer experiments: space filling and beyond |
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Authors: | Email author" target="_blank">Luc?PronzatoEmail author Werner?G?Müller |
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Institution: | 1.Laboratoire I3S, batiment Euclide, les Algorithmes,Université de Nice-Sophia Antipolis/CNRS,Sophia Antipolis cedex,France;2.Department of Applied Statistics,Johannes-Kepler-University,Linz,Austria |
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Abstract: | When setting up a computer experiment, it has become a standard practice to select the inputs spread out uniformly across
the available space. These so-called space-filling designs are now ubiquitous in corresponding publications and conferences.
The statistical folklore is that such designs have superior properties when it comes to prediction and estimation of emulator
functions. In this paper we want to review the circumstances under which this superiority holds, provide some new arguments
and clarify the motives to go beyond space-filling. An overview over the state of the art of space-filling is introducing
and complementing these results. |
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Keywords: | |
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