Advances in optimal space-filling designs
Despite the considerable advances in computer experiments and modelling with spatial process there is still a tension between model-based designs and general purpose designs which may be adequate for a range of models. Model-based designs rely on well-established Bayesian optimal design principles which depend on the prior distribution, the model and the utility/risk employed, whereas general purpose designs are optimised using some purely geometric principle such as maximin distance which usually produce a kind of self-avoidance with analogies in physical processes. Some attempt is made to develop designs which take into account both objectives, ie, that have a balance between exploration and exploitation, and are computational simple to generate. Entropy functionals of various kinds provide a useful workbench to develop the analysis.
Palabras clave / Keywords: computer experiments optimal design
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