Iterative construction of replicated designs based on Sobol' sequences | Zendy

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

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Iterative construction of replicated designs based on Sobol' sequences

Author(s) -

Laurent Gilquin,

Lluís Antoni Jiménez Rugama,

Élise Arnaud,

Fred J. Hickernell,

Hervé Monod,

Clémentine Prieur

Publication year - 2016

Publication title -

comptes rendus mathématique

Language(s) - French

Resource type - Journals

SCImago Journal Rank - 0.803

H-Index - 68

eISSN - 1778-3569

pISSN - 1631-073X

DOI - 10.1016/j.crma.2016.11.013

Subject(s) - sobol sequence , mathematics , humanities , computer science , statistics , philosophy , monte carlo method

International audienceIn 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.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

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