Robustness of Maximin Space-filling Designs

Abstract

In this report, we first have a review of the maximin space-filling design methods that is often applied and discussed in the literature (for example, Müller (2007)). Then we will discuss the robustness of the maximin space-filling design against model misspecification via numerical simulation. For this purpose, we will generate spatial data sets on a n x n grid and design points are selected from the n2 locations. The predictions at the unsampled locations are made based on the observations at these design points. Then the mean of the squared prediction errors are estimated as a measure of the robustness of the designs against possible model misspecification. Surprisingly, according to the simulation results, we find that the maximin space-filling designs may be robust against possible model misspecification in the sense that the mean of the squared prediction error does not increase significantly when the model is misspecified. Although the results were obtained based on simple models, this result is very inspiring. It will guide further numerical and theoretical studies which will be done as future work.