138
Views
13
CrossRef citations to date
0
Altmetric
Article

Weighted space-filling designs

&
Pages 249-263 | Received 29 Mar 2012, Accepted 27 Mar 2013, Published online: 19 Dec 2017
 

Abstract

Many computer models or simulators have probabilistic dependencies between their input variables, which if not accounted for during design selection may result in a large numbers of simulator runs being required for analysis. We propose a method that incorporates known dependencies between input variables into design selection for simulators and demonstrate the benefits of this approach via a simulator for atmospheric dispersion. We quantify the benefit of the new techniques over standard space-filling and Monte Carlo simulation. The proposed methods are adaptations of computer-generated spread and coverage space-filling designs, with ‘distance’ between two input points redefined to include a weight function. This weight function reflects any known multivariate dependencies between input variables and prior information on the design region. The methods can include quantitative and qualitative variables, and different types of prior information. Novel graphical methods, adapted from fraction of design space plots, are used to assess and compare the designs.

Acknowledgements

This work was funded by the Defense Threat Reduction Agency and the Ministry of Defence Research Acquisitions Office; VEB was supported by a Dstl Associate Fellowship and DCW was partly supported by a Fellowship from the UK Engineering and Physical Sciences Research Council. We are grateful to Susan Lewis (University of Southampton), and Steven Taylor, Douglas Strickland and Thomas Graham (Dstl) for discussions and assistance. We also thank two referees whose comments improved the paper.© Crown copyright 2013. Published with the permission of the Defence Science and Technology Laboratory on behalf of the Controller of Her Majesty's Stationary Office.

Log in via your institution

Log in to Taylor & Francis Online

PDF download + Online access

  • 48 hours access to article PDF & online version
  • Article PDF can be downloaded
  • Article PDF can be printed
USD 61.00 Add to cart

Issue Purchase

  • 30 days online access to complete issue
  • Article PDFs can be downloaded
  • Article PDFs can be printed
USD 305.00 Add to cart

* Local tax will be added as applicable

Related Research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.