Space-filling lattice designs for computer experiments

Fuente: arXiv
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Autori principali: Sakai, Naoki, Goda, Takashi
Natura: Preprint
Pubblicazione: 2026
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author Sakai, Naoki
Goda, Takashi
author_facet Sakai, Naoki
Goda, Takashi
contents This paper investigates the construction of space-filling designs for computer experiments. The space-filling property is characterized by the covering and separation radii of a design, which are integrated through the unified criterion of quasi-uniformity. We focus on a special class of designs, known as quasi-Monte Carlo (QMC) lattice point sets, and propose two construction algorithms. The first algorithm generates rank-1 lattice point sets as an approximation of quasi-uniform Kronecker sequences, where the generating vector is determined explicitly. As a byproduct of our analysis, we prove that this explicit point set achieves an isotropic discrepancy of $O(N^{-1/d})$. The second algorithm utilizes Korobov lattice point sets, employing the Lenstra--Lenstra--Lovász (LLL) basis reduction algorithm to identify the generating vector that ensures quasi-uniformity. Numerical experiments are provided to validate our theoretical claims regarding quasi-uniformity. Furthermore, we conduct empirical comparisons between various QMC point sets in the context of Gaussian process regression, showcasing the efficacy of the proposed designs for computer experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2602_15390
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Space-filling lattice designs for computer experiments
Sakai, Naoki
Goda, Takashi
Methodology
Numerical Analysis
Number Theory
This paper investigates the construction of space-filling designs for computer experiments. The space-filling property is characterized by the covering and separation radii of a design, which are integrated through the unified criterion of quasi-uniformity. We focus on a special class of designs, known as quasi-Monte Carlo (QMC) lattice point sets, and propose two construction algorithms. The first algorithm generates rank-1 lattice point sets as an approximation of quasi-uniform Kronecker sequences, where the generating vector is determined explicitly. As a byproduct of our analysis, we prove that this explicit point set achieves an isotropic discrepancy of $O(N^{-1/d})$. The second algorithm utilizes Korobov lattice point sets, employing the Lenstra--Lenstra--Lovász (LLL) basis reduction algorithm to identify the generating vector that ensures quasi-uniformity. Numerical experiments are provided to validate our theoretical claims regarding quasi-uniformity. Furthermore, we conduct empirical comparisons between various QMC point sets in the context of Gaussian process regression, showcasing the efficacy of the proposed designs for computer experiments.
title Space-filling lattice designs for computer experiments
topic Methodology
Numerical Analysis
Number Theory
url https://arxiv.org/abs/2602.15390