Sensitivity Approach of Sequential Sampling for Kriging Model

민감도법을 이용한 크리깅모델의 순차적 실험계획

  • 이태희 (한양대학교 기계공학부) ;
  • 정재준 (한양대학교 대학원 기계설계학과) ;
  • 황인교 (한양대학교 대학원 기계설계학과) ;
  • 이창섭 (한양대학교 대학원 기계설계학과)
  • Published : 2004.11.01


Sequential sampling approaches of a metamodel that sampling points are updated sequentially become a significant consideration in metamodeling technique. Sequential sampling design is more effective than classical space filling design of all-at-once sampling because sequential sampling design is to add new sampling points by means of distance between sampling points or precdiction error obtained from metamodel. However, though the extremum points can strongly reflect the behaviors of responses, the existing sequential sampling designs are inefficient to approximate extremum points of original model. In this research, new sequential sampling approach using the sensitivity of Kriging model is proposed, so that new approach reflects the behaviors of response sequentially. Various sequential sampling designs are reviewed and the performances of the proposed approach are compared with those of existing sequential sampling approaches by using mean squared error. The accuracy of the proposed approach is investigated against optimization results of test problems so that superiority of the sensitivity approach is verified.


Kriging Model;Sequential Sampling;Sensitivity Approach of Sequential Sampling


  1. Koehler, J.R. and Owen, A.B., 1996, 'Compter Experiments,' in Ghosh, S. and Rao, C.R., eds, Handbook of Statistics, Vo. 13, pp. 261-308, Elsevier Science, New York
  2. McKay, M.D., Beckman, R.J. and Conover, W.J., 1979, 'A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code,' Technometrics, Vol. 21, No.2, pp. 239-245
  3. Shewry M.C. and Wynn H.P., 1987, 'Maximum entropy sampling,' Journal of Applied Statistics, Vol. 14, No.2, pp. 165-170
  4. Simpson, T.W., Lin, D.K.J. and Chen, W., 2001, 'Sampling Strategies for Computer Experiments: Design and Analysis,' International Journal of Reliability and Application, Vol. 2, No.3, pp. 209-240
  5. Jin, R., Chen, W. and Sudjianto, A., 2002, 'On Sequential Sampling for Global Metamodeling in Engineering Design, ' Proceeings of DETC'02 ASME 2002 Design Engineering Technical Conferences And Computers and Information in Engineering Conference, DETC2002/DAC-32092
  6. Johnson, M.E., Moore, L.M. and Ylvisaker, D., 1990, 'Minimax and Maximin Distance Designs,' Journal of Statistical Planning and Inference, Vol. 26(2), pp. 131-148
  7. Sacks, J., Welch, W.J., Mitchell, T.J. and Wynn, H.P., 1989, 'Design and Analysis of Computer Experiments,' Statistical Science, Vol. 4, No.4, pp. 409-435
  8. Ryu, J.S., Kim, M.S., Cha, K.J., Lee, T.H. and Choi, D.H., 2002, 'Kriging Interpolation Methods in Geostatistics and DACE Model,' KSME International Journal, Vol. 16, No.5, pp. 619-632
  9. Lee, T.H., Lee, C.J. and Lee, K.K., 2002, 'Shape Optimization of a CRT based on Response Surface and Kriging Metamodels,' Trans. of KSME, Vol. 9, No.1, pp.85-92
  10. Shannon, C.E., 1948, 'A Mathematical Theory of Communication,' Bell System Technical Journal, Vol. 27, pp.379-423,pp.623-656

Cited by

  1. Design of a Mechanical Joint for Zero Moment Crane By Kriging vol.34, pp.5, 2010,
  2. Construction of the radial basis function based on a sequential sampling approach using cross-validation vol.23, pp.12, 2009,