Space-filling designs on Riemannian manifolds

被引:0
|
作者
Ai, Mingyao [1 ,2 ]
Yang, Yunfan [1 ,2 ]
Kong, Xiangshun [3 ]
机构
[1] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China
[2] Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R China
[3] Beijing Inst Technol, Dept Stat, Beijing 100081, Peoples R China
基金
国家重点研发计划;
关键词
Discrepancy; Hilbert curve; Support points; Uniformity; Wasserstein distance; MONTE-CARLO INTEGRATION; CENTRAL-LIMIT-THEOREM; MINIMAX; POINTS; GENES;
D O I
10.1016/j.jco.2024.101899
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
This paper proposes a new approach to generating space-filling designs over Riemannian manifolds by using a Hilbert curve. Different from ordinary Euclidean spaces, a novel transformation is constructed to link the uniform distribution over a Riemannian manifold and that over its parameter space. Using this transformation, the uniformity of the design points in the sense of Riemannian volume measure can be guaranteed by the intrinsic measure preserving property of the Hilbert curve. It is proved that these generated designs are not only asymptotically optimal under minimax and maximin distance criteria, but also perform well in minimizing the Wasserstein distance from the target distribution and controlling the estimation error in numerical integration. Furthermore, an efficient algorithm is developed for numerical generation of these space-filling designs. The advantages of the new approach are verified through numerical simulations. (c) 2024 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies.
引用
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页数:39
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