Iterative construction of replicated designs based on Sobol' sequences

Laurent Gilquin; Lluís Antoni Jiménez Rugama; Élise Arnaud; Fred J. Hickernell; Hervé Monod; Clémentine Prieur

doi:10.1016/j.crma.2016.11.013

Group theory/Statistics

Iterative construction of replicated designs based on Sobol' sequences
[Construction de plans répliqués à partir de séquences de Sobol']

Présenté par : the Editorial Board

Laurent Gilquin ¹ ; Lluís Antoni Jiménez Rugama ² ; Élise Arnaud ³ ; Fred J. Hickernell ² ; Hervé Monod ⁴ ; Clémentine Prieur ³

¹ Inria Grenoble – Rhône-Alpes, Inovallée, 655, avenue de l'Europe, 38330 Montbonnot, France
² Illinois Institute of Technology, Rettaliata Engineering Center, 10 W 32st, Chicago, IL 60616, USA
³ Université Grenoble Alpes, INRIA/LJK, CNRS, 38000 Grenoble, France
⁴ MaIAGE, INRA, Université Paris-Saclay, 78350 Jouy-en-Josas, France

Comptes Rendus. Mathématique, Volume 355 (2017) no. 1, pp. 10-14.

Résumé
Abstract

Dans l'objectif d'estimer les effets principaux des paramètres d'un modèle, nous proposons d'étudier deux approches pour construire itérativement des plans répliqués à partir de séquences de Sobol'. Les propriétés de remplissement de l'espace des plans construits sont étudiées sur la base de deux critères.

In the perspective of estimating main effects of model inputs, two approaches are studied to iteratively construct replicated designs based on Sobol' sequences. Space-filling properties of the resulting designs are studied based on two criteria.

Reçu le : 2016-07-07
Accepté le : 2016-11-28
Publié le : 2016-12-07

DOI : 10.1016/j.crma.2016.11.013

Affiliations des auteurs :

Laurent Gilquin ¹ ; Lluís Antoni Jiménez Rugama ² ; Élise Arnaud ³ ; Fred J. Hickernell ² ; Hervé Monod ⁴ ; Clémentine Prieur ³

¹ Inria Grenoble – Rhône-Alpes, Inovallée, 655, avenue de l'Europe, 38330 Montbonnot, France
² Illinois Institute of Technology, Rettaliata Engineering Center, 10 W 32st, Chicago, IL 60616, USA
³ Université Grenoble Alpes, INRIA/LJK, CNRS, 38000 Grenoble, France
⁴ MaIAGE, INRA, Université Paris-Saclay, 78350 Jouy-en-Josas, France

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     author = {Laurent Gilquin and Llu{\'\i}s Antoni Jim\'enez Rugama and \'Elise Arnaud and Fred J. Hickernell and Herv\'e Monod and Cl\'ementine Prieur},
     title = {Iterative construction of replicated designs based on {Sobol'} sequences},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {10--14},
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     volume = {355},
     number = {1},
     year = {2017},
     doi = {10.1016/j.crma.2016.11.013},
     language = {en},
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Laurent Gilquin; Lluís Antoni Jiménez Rugama; Élise Arnaud; Fred J. Hickernell; Hervé Monod; Clémentine Prieur. Iterative construction of replicated designs based on Sobol' sequences. Comptes Rendus. Mathématique, Volume 355 (2017) no. 1, pp. 10-14. doi : 10.1016/j.crma.2016.11.013. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2016.11.013/

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