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Pages 1612-1622
Received 01 Jul 2015
Accepted 01 Jul 2016
Accepted author version posted online: 31 Aug 2016
Published online: 18 Jul 2017
 
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ABSTRACT

We propose a new class of space-filling designs called rotated sphere packing designs for computer experiments. The approach starts from the asymptotically optimal positioning of identical balls that covers the unit cube. Properly scaled, rotated, translated, and extracted, such designs are excellent in maximin distance criterion, low in discrepancy, good in projective uniformity and thus useful in both prediction and numerical integration purposes. We provide a fast algorithm to construct such designs for any numbers of dimensions and points with R codes available online. Theoretical and numerical results are also provided. Supplementary materials for this article are available online.

Supplementary Materials

R-codes to generate rotated sphere packing designs: A function written in R to generate rotated sphere packing designs.

Figures for numerical comparison: Further simulation results on the numerical comparison of methods.

Proof of Theorem 3.4.

Proof of Theorem 3.4.

Acknowledgments

The authors are grateful to the referees, associate editor, Jeff C. F. Wu, V. Roshan Joseph, and Peter Z. G. Qian for their valuable comments.

Funding

The author's work is supported by Special National Key Research and Development Plan (2016YFD0400206), NSFC 11501550 and National Center for Mathematics and Interdisciplinary Sciences, CAS.

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