Design of computer experiments: space filling and beyond

Luc Pronzato, Werner Müller

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
Pages (from-to)681-701
Number of pages21
JournalStatistics and Computing
Volume22
Issue number3
DOIs
Publication statusPublished - 2012

Fields of science

  • 101029 Mathematical statistics
  • 101024 Probability theory
  • 102009 Computer simulation
  • 101 Mathematics
  • 103 Physics, Astronomy
  • 105 Geosciences
  • 305 Other Human Medicine, Health Sciences
  • 504 Sociology
  • 106 Biology
  • 502 Economics
  • 509 Other Social Sciences

JKU Focus areas

  • Social and Economic Sciences (in general)

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