최대엔트로피 실험계획에서 상관함수의 영향

Abstract

Recently kriging model has been widely used in the DACE (Design and Analysis of Computer Experiment) because of prominent predictability of nonlinear response. Since DACE has no random or measurement errors contrast to physical experiment, space filling experimental design that distributes uniformly design points over whole design space should be employed as a sampling method. In this paper, we examine the maximum entropy experimental design that reveals the space filling strategy in which defines the maximum entropy based on Gaussian or exponential. The influence of these two correlation functions on space filling design and their model parameters are investigated. Based on the exploration of numerous numerical tests, enhanced maximum entropy design based on exponential correlation function is suggested.