demu (version 0.3.0)

sim.dpp.modal.seq: Draw sequential samples from the conditional DPP given previously sampled points already in the design.

Description

sim.dpp.modal.seq() is similar to sim.dpp.modal but sequentially selects n additional points to add to the design given that the points in curpts are alread in the design from previous sequential iterations. It implements the DPP-based design emulator of Pratola et al. (2018) to draw a sequential sample of n-run additional optimal design points for a Gaussian process regression model with correlation function \(r(x,x^\prime)\), where the entries of R are formed by evaluating \(r(x,x^\prime)\) over a grid of candidate locations. As is typical, R is formed based on all of the candidate grid points.

Usage

sim.dpp.modal.seq(curpts, R, n)

Arguments

curpts

A vector of indices to the candidate points that already appear in the design.

R

A correlation matrix evaluated over a grid of candidate design sites.

n

Size of the design to sample.

Value

A vector of indices to add to the existing design sites.

Details

For more details on the method, see Pratola et al. (2018). Detailed examples demonstrating the method are available at http://www.matthewpratola.com/software.

References

Pratola, Matthew T., Lin, C. Devon, and Craigmile, Peter. (2018) Optimal Design Emulators: A Point Process Approach. arXiv:1804.02089.

See Also

demu-package sim.dpp.modal sim.dpp.modal.fast

Examples

# NOT RUN {
library(demu)

n1=3
n2=3
n3=3
rho=rep(1e-10,2)
ngrid=10

x=seq(0,1,length=ngrid)
X=as.matrix(expand.grid(x,x))
l.d=makedistlist(X)

# Initial design
R=rhomat(l.d,rho)$R
pts.1=sim.dpp.modal(R,n1)
pts.1.proj=remove.projections(pts.1,X)

# Next sequential step, removing projections
pts.2=sim.dpp.modal.seq(pts.1.proj$allpts,R,n2)
design=c(pts.1,pts.2$pts.new)
pts.2.proj=remove.projections(design,X)

# Next sequential step, removing projections
pts.3=sim.dpp.modal.seq(pts.2.proj$allpts,R,n3)
design=c(design,pts.3$pts.new)


# Or, starting with the initial design, don't remove projections
pts.2=sim.dpp.modal.seq(pts.1,R,n2)
designB=c(pts.1,pts.2$pts.new)

pts.3=sim.dpp.modal.seq(designB,R,n3)
designB=c(designB,pts.3$pts.new)


# Plot the result:
#par(mfrow=c(1,3))
#plot(X,xlim=c(0,1),ylim=c(0,1),main="Initial Design")
#points(X[pts.1,],pch=20,cex=2)
#
#plot(X,xlim=c(0,1),ylim=c(0,1),main="+3x2 remove projections")
#points(X[design,],pch=20,cex=2)
#
#plot(X,xlim=c(0,1),ylim=c(0,1),main="+3x2 not removing projections")
#points(X[designB,],pch=20,cex=2)
# }