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arXiv · 2301.10366

Construction of Uniform Designs over Continuous Domain in Computer Experiments

Jianfa Lai·Kai-Tai Fang·Xiaoling Peng·Yuxuan Lin
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Abstract

The construction of uniform designs (UDs) has received much attention in computer experiments over the past decades, but most of the previous works obtain uniform designs over a U-type by lattice domain. Due to increasing demands for continuous factors, UDs over the continuous domain is in lack. Moreover, the uniformity can be further improved over a continuous domain. In this paper, we use coordinate descent methods with an initialization derived by threshold accepting (TA) algorithm to construct UDs over a continuous domain with Centered $L_2$-discrepancy. The new UDs perform better than the recorded ones in several computer experiments by the Kriging modeling.

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Jianfa Lai, Kai-Tai Fang, Xiaoling Peng, Yuxuan Lin. 2023-01-25. Construction of Uniform Designs over Continuous Domain in Computer Experiments. https://doi.org/10.1080/03610918.2021.2011924

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