fsu_cvt

Design of Computer Experiments - Centroidal Voronoi Tessellation

Topics

package_fsudace, design_and_analysis_of_computer_experiments

Specification

• Alias: None

• Arguments: None

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Optional		samples	Number of samples for sampling-based methods
Optional		seed	Seed of the random number generator
Optional		fixed_seed	Reuses the same seed value for multiple random sampling sets
Optional		latinize	Adjust samples to improve the discrepancy of the marginal distributions
Optional		quality_metrics	Calculate metrics to assess the quality of quasi-Monte Carlo samples
Optional		variance_based_decomp	Activates global sensitivity analysis based on decomposition of response variance into contributions from variables
Optional		trial_type	Specify how the trial samples are generated
Optional		num_trials	The number of secondary sample points generated to adjust the location of the primary sample points
Optional		max_iterations	Number of iterations allowed for optimizers and adaptive UQ methods
Optional		model_pointer	Identifier for model block to be used by a method

Description

The FSU Centroidal Voronoi Tessellation method ( fsu_cvt) produces a set of sample points that are (approximately) a Centroidal Voronoi Tessellation. The primary feature of such a set of points is that they have good volumetric spacing; the points tend to arrange themselves in a pattern of cells that are roughly the same shape.

To produce this set of points, an almost arbitrary set of initial points is chosen, and then an internal set of iterations is carried out. These iterations repeatedly replace the current set of sample points by an estimate of the centroids of the corresponding Voronoi subregions. [DFG99].

The user may generally ignore the details of this internal iteration. If control is desired, however, there are a few variables with which the user can influence the iteration. The user may specify:

• max_iterations, the number of iterations carried out

• num_trials, the number of secondary sample points generated to adjust the location of the primary sample points

• trial_type, which controls how these secondary sample points are generated

This method generates sets of uniform random variables on the interval [0,1]. If the user specifies lower and upper bounds for a variable, the [0,1] samples are mapped to the [lower, upper] interval.

Theory

This method is designed to generate samples with the goal of low discrepancy. Discrepancy refers to the nonuniformity of the sample points within the hypercube.

Discrepancy is defined as the difference between the actual number and the expected number of points one would expect in a particular set B (such as a hyper-rectangle within the unit hypercube), maximized over all such sets. Low discrepancy sequences tend to cover the unit hypercube reasonably uniformly.

Centroidal Voronoi Tessellation does very well volumetrically: it spaces the points fairly equally throughout the space, so that the points cover the region and are isotropically distributed with no directional bias in the point placement. There are various measures of volumetric uniformity which take into account the distances between pairs of points, regularity measures, etc. Note that Centroidal Voronoi Tessellation does not produce low-discrepancy sequences in lower dimensions. The lower-dimension (such as 1-D) projections of Centroidal Voronoi Tessellation can have high discrepancy.