Construction of Uniform Designs over Continuous Domain in Computer Experiments

01/25/2023
by   Jianfa Lai, et al.
0

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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