minimum potential energy designs
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Minimum Potential Energy Designs. Bradley Jones & Christopher Gotwalt SAS Institute Inc. Abstract. Introducing a new class of space filling designs based on a physical analogy of design points as protons connected by springs. Properties Spherical symmetry Nearly orthogonal - PowerPoint PPT PresentationTRANSCRIPT
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Copyright © 2005, SAS Institute Inc. All rights reserved. 1
Statistical Discovery.TM From SAS.
Minimum Potential Energy Designs
Bradley Jones &
Christopher Gotwalt
SAS Institute Inc.
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Statistical Discovery.TM From SAS.
Abstract• Introducing a new class of space filling designs based
on a physical analogy of design points as protons connected by springs.
• Properties• Spherical symmetry
• Nearly orthogonal
• Uniform Spacing
• Easy to compute with unconstrained optimization code
• Outline• Show how to generate these designs
• Discuss their properties
• Give examples with different numbers of factors & sample sizes
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Statistical Discovery.TM From SAS.
Illustration of Core Idea
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Objective function
12
1 1
1d
d
n n
iji j i ij
where dij is the distance between the ith and jth points.
Goal: Find the design that minimizes the above function
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Statistical Discovery.TM From SAS.
Spherical Symmetry – Uniform Spacing
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Near Orthogonal
12 Factor 24 Run Design
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Estimation Efficiency for Low Order Polynomial Models
Factors Runs D-Efficiency
2 6-8 100%
3 11 98.5%
4 15 98.6
5 21 99.3
D-Efficiency for full quadratic model.Four and five factor designs have an added center point.
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Two Factor Designs
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Statistical Discovery.TM From SAS.
4 points
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5 points
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Statistical Discovery.TM From SAS.
6 points
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Statistical Discovery.TM From SAS.
7 points
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Statistical Discovery.TM From SAS.
8 points
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Statistical Discovery.TM From SAS.
9 points
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Statistical Discovery.TM From SAS.
10 points
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Statistical Discovery.TM From SAS.
11 points
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Statistical Discovery.TM From SAS.
12 points
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Statistical Discovery.TM From SAS.
13 points
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Statistical Discovery.TM From SAS.
14 points
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15 points
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Statistical Discovery.TM From SAS.
16 Points
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Statistical Discovery.TM From SAS.
17 Points
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Statistical Discovery.TM From SAS.
18 Points
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Statistical Discovery.TM From SAS.
19 Points
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Statistical Discovery.TM From SAS.
20 Points
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Statistical Discovery.TM From SAS.
50 points
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Statistical Discovery.TM From SAS.
96 Points
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Statistical Discovery.TM From SAS.
200 Points
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Three Factors
x
y
z
X1X2X3
1.0000-0.00020.0003
-0.00021.0000
-0.0005
0.0003-0.00051.0000
X1 X2 X3
Correlations
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Statistical Discovery.TM From SAS.
Four Factors
X1X2X3X4
1.0000-0.00020.0006
-0.0002
-0.00021.0000
-0.00010.0000
0.0006-0.00011.0000
-0.0001
-0.00020.0000
-0.00011.0000
X1 X2 X3 X4
Correlations
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Conclusions
• Benefits• Spherical symmetry
• Nearly orthogonal
• Uniform Spacing
• Available in commercial software
• Negative• Not “space filling” in higher dimensions (except in low
dimensional projections.
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