Extremal measures maximizing functionals based on simplicial volumes
Pronzato, Luc; Wynn, Henry P.
; and Zhigljavsky, Anatoly
(2016)
Extremal measures maximizing functionals based on simplicial volumes.
Statistical Papers, 57 (4).
pp. 1059-1075.
ISSN 0932-5026
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 |
|---|---|
| Keywords | Potential theory,logarithmic potential,computer experiments,space-filling design |
| Departments | Centre for Analysis of Time Series |
| DOI | 10.1007/s00362-016-0767-6 |
| Date Deposited | 16 May 2016 11:59 |
| URI | https://researchonline.lse.ac.uk/id/eprint/66522 |
ORCID: https://orcid.org/0000-0002-6448-1080