Extremal measures maximizing functionals based on simplicial volumes
Pronzato, L., Wynn, H. P.
& Zhigljavsky, A.
(2016).
Extremal measures maximizing functionals based on simplicial volumes.
Statistical Papers,
57(4), 1059-1075.
https://doi.org/10.1007/s00362-016-0767-6
We consider functionals measuring the dispersion of a d-dimensional distribution which are based on the volumes of simplices of dimension k ≤ d formed by k + 1 independent copies and raised to some power δ. We study properties of extremal measures that maximize these functionals. In particular, for positive δ we characterize their support and for negative δ we establish connection with potential theory and motivate the application to space-filling design for computer experiments. Several illustrative examples are presented.
| Item Type | Article |
|---|---|
| Copyright holders | © 2016 Springer International Publishing AG, Part of Springer Science and Business Media |
| Departments | LSE > Former organisational units > Centre for Analysis of Time Series |
| DOI | 10.1007/s00362-016-0767-6 |
| Date Deposited | 16 May 2016 |
| Acceptance Date | 13 Mar 2016 |
| URI | https://researchonline.lse.ac.uk/id/eprint/66522 |
Explore Further
- http://www.lse.ac.uk/CATS/People/Henry-Wynn-homepage.aspx (Author)
- https://www.scopus.com/pages/publications/84964316632 (Scopus publication)
- http://link.springer.com/journal/362 (Official URL)
ORCID: https://orcid.org/0000-0002-6448-1080