English

The Nu Class of Low-Degree-Truncated, Rational, Generalized Functions. Ic. IMSPE-optimal designs with circular-disk prediction domains

Methodology 2019-05-21 v5

Abstract

This paper is an extension of Part I of a series about Nu-class multifunctions. A method is presented for computing the integrated mean-squared prediction error (IMSPE) in the design of computer experiments, when the prediction domain is a circular disk. The method is extensible to more than two factors, to prediction domains other than squares or disks, and to a variety of assumed covariance functions. Three example optimal designs, under Gaussian covariance with known hyperparameters, are found using the method: an n=1 design centered on the disk; an n=2 continuously rotatable design with assumed inversion symmetry about the center of the disk; and an n=4 twin-point design similar to the n=4 twin-point design observed previously for a square prediction domain [1]. The four-point design on the disk demonstrates that non-round boundaries are not a prerequisite for the occurrence of twin-point optimal designs.

Keywords

Cite

@article{arxiv.1709.09599,
  title  = {The Nu Class of Low-Degree-Truncated, Rational, Generalized Functions. Ic. IMSPE-optimal designs with circular-disk prediction domains},
  author = {Nikoloz Chkonia and Selden Crary},
  journal= {arXiv preprint arXiv:1709.09599},
  year   = {2019}
}

Comments

16 pages, 8 figures