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Activity Number: 98
Type: Invited
Date/Time: Monday, August 1, 2016 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract #318277
Title: Simulation and Optimization Using Minimum Energy Designs
Author(s): Roshan Joseph Vengazhiyil* and Dasgupta Tirthankar and Rui Tuo and Jeff Wu
Companies: Georgia Institute of Technology and Harvard and Chinese Academy of Sciences and Georgia Institute of Technology
Keywords: Bayesian computation ; computer experiments ; space-filling designs
Abstract:

Space-filling designs are commonly used as experimental designs in computer experiments. For example, maximin distance designs fill the experimental region uniformly while maximizing the minimum pairwise distance among the design points. In this talk, we will show that they can be modified to follow any arbitrary distribution by appropriately assigning weights to each design point. This method has a physical analogy of minimizing the total potential energy of electrically charged particles inside a box and therefore, we call the new space-filling design as minimum energy design. We will explain how this can be used in the simulation of complex probability distributions and in the global optimization of expensive black-box functions.


Authors who are presenting talks have a * after their name.

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