Rotated sphere packing designs

preprint2016arXivOpen access

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.

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