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Entropy Based Spatial Design: A Genetic Algorithm Approach (Case Study)

We study the spatial design of experiment and we want to select a most informative subset, having prespecified size, from a set of correlated random variables. The problem arises in many applied domains, such as meteorology, environmental statistics, and statistical geology. In these applications, observations can be collected at different locations and possibly at different times. In spatial design, when the design region and the set of interest are discrete then the covariance matrix completely describe any objective function and our goal is to choose a feasible design that minimizes the resulting uncertainty. The problem is recast as that of maximizing the determinant of the covariance matrix of the chosen subset. This problem is NP-hard. For using these designs in computer experiments, in many cases, the design space is very large and it's not possible to calculate the exact optimal solution. Heuristic optimization methods can discover efficient experiment designs in situations where traditional designs cannot be applied, exchange methods are ineffective and exact solution not possible. We developed a GA algorithm to take advantage of the exploratory power of this algorithm. The successful application of this method is demonstrated in large design space. We consider a real case of design of experiment. In our problem, design space is very large and for solving the problem, we used proposed GA algorithm.

Spatial design of experiments, maximum entropy sampling, computer experiments, genetic algorithm.