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Four-Point, 2D, Free-Ranging, IMSPE-Optimal, Twin-Point Designs

2015/10/06 by S. B. Crary, Crary, Selden, Jan Stormann +1
Decision Sciences · Computer Science · #Optimal Experimental Design Methods #Advanced Multi-Objective Optimization Algorithms #Probabilistic and Robust Engineering Design

paper · pdf · doi:10.48550/arxiv.1510.01685

Abstract

We report the discovery of a set of four-point, two-factor, free-ranging, putatively IMSPE-optimal designs with a pair of twin points, in the statistical design of computer experiments, under Gaussian-process, fixed-Gaussian-covariance parameter, and zero-nugget assumptions. We conjecture this is the set of free-ranging, twin-point designs with the smallest number of degrees of freedom.

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