Space-filling designs on Riemannian manifolds

Abstract

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.