Distance correlation-based nearly orthogonal space-filling experimental designs. (2015)

• Record Type: Journal Article
• Authors: Shamsuzzaman, Md.; Satish, Mysore G.; Pintér, JÁ¡nos D.
• Is Part Of: International journal of experimental design and process optimisation. Volume 4:Number 3/4(2015)
• Page Start: 216
• Page End: 233
• Publication Date: 2015
• Subjects: design of experiments -- DOE -- Latin hypercube design -- LHD -- space-filling designs -- orthogonal designs -- performance metrics -- distance correlation -- design initialisation and search algorithms -- orthogonality -- randomised sampling -- borehole modelling; Experimental design -- Periodicals; Process control -- Statistical methods -- Periodicals; 620.0072
• Languages: English
• ISSNs: 2040-2252

Abstract

In many real-world applications of optimisation, the required model (function) evaluations are determined by expensive and time-consuming physical experiments or numerical procedures. Within this context, the objective of experimental design is to obtain meaningful information based on a strongly limited number of experiments or function evaluations. In order to generate informative designs, space-filling and orthogonality are widely considered to be essential. In this study, we review several existing design performance metrics that address these criteria, and the distance correlation-based metric is proposed for achieving improved experimental design. Three closely related randomised sampling schemes are proposed to generate nearly orthogonal designs with good space-filling properties in real time. The effectiveness of our approach is demonstrated by numerical examples and an illustrative borehole model case study.