Title
Sequential Exploration of Complex Surfaces Using Minimum Energy Designs
Abstract
A new space-filling design, called minimum energy design (MED), is proposed to explore unknown regions of the design space of particular interest to an experimenter. The key ideas involved in constructing the MED are the visualization of each design point as a charged particle inside a box, and minimization of the total potential energy of these particles. It is shown through theoretical arguments and simulations that with a proper choice of the charge function, the MED can asymptotically generate any arbitrary probability density function. A version of the MED, which adaptively updates the design by "learning" about the unknown response surface sequentially, is proposed and implemented. Two potential applications of MED in simulation of complex probability densities and optimization of complex response surfaces are discussed and demonstrated with examples. This article has supplementary material online.
Year
DOI
Venue
2015
10.1080/00401706.2014.881749
TECHNOMETRICS
Keywords
Field
DocType
Optimization,Kriging,Experiments,Space-filling designs,Quasi-Monte Carlo,Sequential designs
Econometrics,Kriging,Visualization,Quasi-Monte Carlo method,Potential energy,Minification,Complex response,Statistics,Charged particle,Probability density function,Mathematics
Journal
Volume
Issue
ISSN
57.0
1.0
0040-1706
Citations 
PageRank 
References 
9
0.67
5
Authors
4
Name
Order
Citations
PageRank
V. Roshan Joseph111825.34
Tirthankar Dasgupta27626.41
rui tuo3151.22
C. F. Jeff Wu410220.69