Abstract #301689

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JSM 2003 Abstract #301689
Activity Number: 260
Type: Luncheons
Date/Time: Tuesday, August 5, 2003 : 12:30 PM to 1:50 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #301689
Title: Space Filling and Uniform Designs for Computer Experiments
Author(s): Bradley A. Jones*+
Companies: SAS Institute, Inc.
Address: 106 Homestead Dr., Cary, NC, 27513-2902,
Keywords: space filling ; sphere packing ; uniformity ; optimal design
Abstract:

Computer simulation models of physical systems often have no stochastic component. Replication is undesirable for studying these models. Variance optimal design strategies, such as D-optimal designs, are inappropriate because there is no error variance. One design goal is to spread the points out, while another is to cover the space uniformly. These goals are somewhat contradictory, especially in higher dimensions. We will describe three algorithms for creating designs for computer simulation. One algorithm emphasizes spread, one emphasizes uniformity, and one represents a compromise between the two goals. We consider several specific problems and show the design generated by each algorithm. Our purpose is not to make a final recommendation but to develop an understanding of the trade-offs involved in our choice of a design algorithm.


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