Title :
Initial evaluation of centroidal Voronoi tessellation method for statistical sampling and function integration
Author :
Romero, Vicente J. ; Burkardt, John V. ; Gunzberger, M.D. ; Peterson, Janet S.
Author_Institution :
Sandia Nat. Labs., Albuquerque, NM
Abstract :
A recently developed centroidal Voronoi tessellation (CVT) unstructured sampling method is investigated here to assess its suitability for use in statistical sampling and function integration. CVT efficiently generates a highly uniform distribution of sample points over arbitrarily shaped M-dimensional parameter spaces. It has recently been shown on several 2D test problems to provide superior point distributions for generating locally conforming response surfaces. Its performance as a statistical sampling and function integration method is compared to that of latin-hypercube sampling (LHS) and simple random sampling (SRS) Monte Carlo methods, and Halton and Hammersley quasiMonte-Carlo sequence methods. Specifically, sampling efficiencies are compared for function integration and for resolving various statistics of response in a 2D test problem. It is found that on balance CVT performs best of all these sampling methods on our test problems
Keywords :
Monte Carlo methods; risk management; sampling methods; uncertainty handling; 2D test problems; Halton quasiMonte-Carlo sequence methods; Hammersley quasiMonte-Carlo sequence methods; centroidal Voronoi tessellation method; function integration; fuzzy numbers; latin-hypercube sampling; risk assessment; simple random sampling; statistical sampling; uncertainty handling; Contracts; History; Hypercubes; Laboratories; Monte Carlo methods; Performance evaluation; Response surface methodology; Sampling methods; Statistical analysis; Testing;
Conference_Titel :
Uncertainty Modeling and Analysis, 2003. ISUMA 2003. Fourth International Symposium on
Conference_Location :
College Park, MD
Print_ISBN :
0-7695-1997-0
DOI :
10.1109/ISUMA.2003.1236159
