Authors: S.B. Crary, D.M. Woodcock and A. Hieke
Affilation: Crary Group, United States
Pages: 132 - 135
Keywords: IMSE-optimality, I-OPT, optimal design for computer experiments, kriging, metamodel
We demonstrate the relative merits of IZ-optimal designs for computer experiments relative to Latin hypercube designs, using two examples, both in two factors and eleven points, one a simple function from Welch et al.  and the other a micro-flowmeter response presented earlier by Crary et al. . The relative reductions in variance of fitting are large, viz., 1.85 and 2.24, respectively. We show that, contrary to prevailing views, IMSE-optimal designs can have proximal design points, which we call “twin points,” with the interesting property that the design is, in part, determined by the information resources available. We comment on this newly established link between optimality and information content. We outline a particle-interaction theory and demonstrate that ground-state twin points are observed in a simple particle-dynamics simulator, when the inter-particle potential is repulsive and growing with range, and there is a centrally directed single-particle force.
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