{"title":"基于连续统随机簇点过程的新型计算机实验设计","authors":"Hichem Elmossaoui, N. Oukid","doi":"10.28924/2291-8639-21-2023-51","DOIUrl":null,"url":null,"abstract":"In this paper, we propose a new approach for building computer experiment designs using the continuum random cluster point process, also referred to as the connected component Markov point process. Our method involves generating designs through the Markov Chain Monte Carlo method (MCMC) and the Random Walk Metropolis Hastings algorithm (RWMH algorithm), which can be easily scaled to meet various objectives. We have conducted a comprehensive study on the convergence of the Markov chain and compared our approach with existing computer experiment designs. Overall, our approach offers a novel and flexible solution for constructing computer experiment designs.","PeriodicalId":45204,"journal":{"name":"International Journal of Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2023-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"New Computer Experiment Designs Using Continuum Random Cluster Point Process\",\"authors\":\"Hichem Elmossaoui, N. Oukid\",\"doi\":\"10.28924/2291-8639-21-2023-51\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we propose a new approach for building computer experiment designs using the continuum random cluster point process, also referred to as the connected component Markov point process. Our method involves generating designs through the Markov Chain Monte Carlo method (MCMC) and the Random Walk Metropolis Hastings algorithm (RWMH algorithm), which can be easily scaled to meet various objectives. We have conducted a comprehensive study on the convergence of the Markov chain and compared our approach with existing computer experiment designs. Overall, our approach offers a novel and flexible solution for constructing computer experiment designs.\",\"PeriodicalId\":45204,\"journal\":{\"name\":\"International Journal of Analysis and Applications\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2023-06-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Analysis and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.28924/2291-8639-21-2023-51\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Analysis and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.28924/2291-8639-21-2023-51","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
摘要
在本文中,我们提出了一种新的方法来构建计算机实验设计,使用连续随机聚类点过程,也称为连接分量马尔可夫点过程。我们的方法包括通过Markov Chain Monte Carlo方法(MCMC)和Random Walk Metropolis Hastings算法(RWMH算法)生成设计,这些算法可以很容易地进行缩放以满足各种目标。我们对马尔可夫链的收敛性进行了全面的研究,并将我们的方法与现有的计算机实验设计进行了比较。总之,我们的方法为构建计算机实验设计提供了一种新颖而灵活的解决方案。
New Computer Experiment Designs Using Continuum Random Cluster Point Process
In this paper, we propose a new approach for building computer experiment designs using the continuum random cluster point process, also referred to as the connected component Markov point process. Our method involves generating designs through the Markov Chain Monte Carlo method (MCMC) and the Random Walk Metropolis Hastings algorithm (RWMH algorithm), which can be easily scaled to meet various objectives. We have conducted a comprehensive study on the convergence of the Markov chain and compared our approach with existing computer experiment designs. Overall, our approach offers a novel and flexible solution for constructing computer experiment designs.