Interleaved lattice-based maximin distance designs

07/06/2018

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by   Xu He, et al.

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We propose a new method to construct maximin distance designs with arbitrary number of dimensions and points. The proposed designs hold interleaved-layer structures and are by far the best maximin distance designs in four or more dimensions. Applicable to distance measures with equal or unequal weights, our method is useful for emulating computer experiments when a relatively accurate priori guess on the variable importance is available.