Skip to Main content Skip to Navigation
New interface
Other publications

Adaptive Designs of Experiments for Accurate Approximation of a Target Region

Abstract : This paper addresses the issue of designing experiments for a metamodel that needs to be accurate for a certain level of the response value. Such situation is encountered in particular in constrained optimization and reliability analysis. Here, we propose an iterative strategy to build designs of experiments, which is based on an explicit trade-off between reduction of global uncertainty and exploration of the regions of interest. The method is illustrated on several test-problems. It is shown that a substantial reduction of error can be achieved in the crucial regions, with reasonable loss on the global accuracy. The method is finally applied to a reliability analysis problem; it is found that the adaptive designs significantly outperform classical space-filling designs.
Document type :
Other publications
Complete list of metadata

Cited literature [37 references]  Display  Hide  Download
Contributor : Victor Picheny Connect in order to contact the contributor
Submitted on : Tuesday, June 22, 2010 - 2:31:00 PM
Last modification on : Tuesday, August 17, 2021 - 1:58:09 PM
Long-term archiving on: : Thursday, September 23, 2010 - 12:50:09 PM


Files produced by the author(s)


  • HAL Id : hal-00319385, version 2


Victor Picheny, David Ginsbourger, Olivier Roustant, Raphael T. Haftka, Nam-Ho Kim. Adaptive Designs of Experiments for Accurate Approximation of a Target Region. 2010. ⟨hal-00319385v2⟩



Record views


Files downloads