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
收藏
页数:39
相关论文
共 50 条
  • [31] Space-filling Latin hypercube designs for computer experiments
    Bart G. M. Husslage
    Gijs Rennen
    Edwin R. van Dam
    Dick den Hertog
    Optimization and Engineering, 2011, 12 : 611 - 630
  • [32] Improving the space-filling behavior of multiple triple designs
    A. M. Elsawah
    Computational and Applied Mathematics, 2022, 41
  • [33] MINIMAL SECOND ORDER SATURATED DESIGNS AND THEIR APPLICATIONS TO SPACE-FILLING DESIGNS
    Tang, Boxin
    Cheng, Ching-Shui
    He, Yuanzhen
    STATISTICA SINICA, 2021, 31 (02) : 867 - 890
  • [34] A note on space-filling visualizations and space-filling curves
    Wattenberg, M
    INFOVIS 05: IEEE Symposium on Information Visualization, Proceedings, 2005, : 181 - 186
  • [35] Adaptive combined space-filling and D-optimal designs
    Kim, Sungil
    Kim, Heeyoung
    Lu, Richard W.
    Lu, Jye-Chyi
    Casciato, Michael J.
    Grover, Martha A.
    INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2015, 53 (17) : 5354 - 5368
  • [36] Construction of nested space-filling designs using difference matrices
    Sun, Fasheng
    Yin, Yuhui
    Liu, Min-Qian
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2013, 143 (01) : 160 - 166
  • [37] Optimal Noncollapsing Space-Filling Designs for Irregular Experimental Regions
    Chen, Ray-Bing
    Li, Chi-Hao
    Hung, Ying
    Wang, Weichung
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2019, 28 (01) : 74 - 91
  • [38] Space-filling designs for multi-layer nested factors
    Gryder, Ryan W.
    Wilson, Sara R.
    Swieringa, Kurt A.
    Edwards, David J.
    QUALITY ENGINEERING, 2019, 31 (02) : 269 - 278
  • [39] Empirical Optimality of Coverage Design Criteria for Space-Filling Designs
    Baik, Jungmin
    KOREAN JOURNAL OF APPLIED STATISTICS, 2012, 25 (03) : 485 - 501
  • [40] A maximum projective stratification criterion for selecting space-filling designs
    Wang, Dongying
    Zhou, Qi
    STATISTICS & PROBABILITY LETTERS, 2024, 209