A Radial Scanning Statistic for Selecting Space-filling Designs in Computer Experiments

Olivier Roustant 1, 2, 3 Jessica Franco 4 Laurent Carraro 3 Astrid Jourdan 5
1 CROCUS-ENSMSE - Equipe : Calcul de Risque, Optimisation et Calage par Utilisation de Simulateurs
2 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques
3 3MI-ENSMSE - Département Méthodes et Modèles Mathématiques pour l'Industrie
4 G&I - TOTAL EP/GSR/TG/G&I
5 EISTI - Ecole Internationale des Sciences du Traitement de l'Information
Abstract : In the study of computer codes, filling space as uniformly as possible is important to describe the complexity of the investigated phenomenon. However, this property is not conserved by reducing the dimension. Some numeric experiment designs are conceived in this sense as Latin hypercubes or orthogonal arrays, but they consider only the projections onto the axes or the coordinate planes. We introduce a statistic which allows studying the good distribution of points according to all 1-dimensional projections. By angularly scanning the domain, we obtain a useful graphical representation. The advantages of this new tool are demonstrated on usual space-filling designs. Graphical, decisional and dimensionality issues are discussed.
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https://hal-emse.ccsd.cnrs.fr/emse-00699617
Contributor : Florent Breuil <>
Submitted on : Monday, May 21, 2012 - 1:11:19 PM
Last modification on : Thursday, October 17, 2019 - 12:35:43 PM

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Olivier Roustant, Jessica Franco, Laurent Carraro, Astrid Jourdan. A Radial Scanning Statistic for Selecting Space-filling Designs in Computer Experiments. Giovagnoli, Alessandra : Atkinson, Anthony C. : Torsney, Bernard : May, Caterina. mODa 9 - Advances in Model-Oriented Design and Analysis, Physica-Verlag HD, p. 189-196, 2010, Contributions to Statistics, 978-3-7908-2410-0. ⟨10.1007/978-3-7908-2410-0_25⟩. ⟨emse-00699617⟩

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