Kriging and Design of Experiments on Circular Domains
Résumé
This research is motivated by the problem of reconstructing a spatial profile in microelectronics.
More precisely, the aim is to reconstruct a variable defined on a disk (called wafer) from few
measurements, typically less than 20. Furthermore, the spatial profile sometimes contains radial or
angular patterns, due to the technological processes involved in their fabrication, such as rotations or
diffusions.
Among spatial statistics techniques, Kriging (or Gaussian process regression) may be the preferred
choice of modelizers. Firstly it provides a measure of uncertainty, due to its stochastic nature.
Secondly, it is parameterized in a flexible way by a function, called kernel, that allows incorporating
a priori information.
We introduce so-called polar Gaussian processes, defined as Gaussian processes on the cylinder of
polar coordinates. The corresponding kernel is defined as a combination of a kernel for the radius,
and a kernel on the circle for the angle. This typically allows taking into account radial and angular
correlations. A construction from the ANOVA decomposition also allows a complete visualization of
the different effects (radial, angular and interaction).
Of course, the problem of learning on a disk is closely linked to design of experiments. After
reviewing the main designs classes, we introduce Latin cylinder designs (LCD), that generalize Latin
hypercubes to polar coordinates, and propose two kinds of maximin LCDs.
The whole methodology is applied to toy functions, as well as case studies. We observe that polar
Gaussian processes significantly outperform the standard Kriging technique, when the spatial profile
contains radial or angular patterns.
Finally, we evoke two connected works: A relocation strategy based on the IMSE criterion, and an
extension in higher dimensions. In particular, it is observed that reconstructing a radial function is
done much more accurately with polar Gaussian processes.