Interleaved lattice-based minimax distance designs

Summary

We propose a new method for constructing minimax distance designs, which are useful for computer experiments. To circumvent computational difficulties, we consider designs with an interleaved lattice structure, a newly defined class of lattice that has repeated or alternated layers based on any single dimension. Such designs have boundary adaptation and low-thickness properties. From our numerical results, the proposed designs are by far the best minimax distance designs for moderate or large samples.

http://ift.tt/2v2wVMG