足够的样本比更好的计算机实验设计更重要吗?

Longjun Liu
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引用次数: 10

摘要

基于模拟测试和统计分析方差分析,对改进计算机实验拉丁超立方体设计的15种方法进行了比较。采用Kriging模型对20个检验函数进行近似。在5000或10000个点上进行验证以发现预测错误。结果表明,采用不同设计的近似结果之间存在统计学上的显著差异,但更多情况下差异不显著。在大多数情况下,运行次数或样本量对准确性的影响比不同的设计更大。当尺寸较低时,小的尺寸增量通常比“更好的设计”能减少更多的误差。无论采用何种设计,为了通过一级法获得所需的精度,可能需要足够的样品。在计算机实验中,样本量的确定可能需要更多的注意。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Could enough samples be more important than better designs for computer experiments?
A study was conducted to compare fifteen approaches to improve Latin hypercube designs for computer experiments, based on simulation tests and statistical analyses ANOVA. Kriging models were employed to approximate twenty test functions. Validation at 5000 or 10,000 points was conducted to find prediction errors. The results show that there are statistically significant differences between the approximate results of employing different designs, but more often the difference is not significant. In most cases, the number of runs or the sample size has stronger impact on the accuracy than do different designs. When the dimension is low, a small size increment can often reduce more error than do "better designs". To get the desired precision by one-stage method, enough samples may be needed regardless what design is used. Sample size determination may need much more attention for computer experiments.
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