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A NEW AND FLEXIBLE METHOD FOR CONSTRUCTING DESIGNS FOR COMPUTER EXPERIMENTS

delete2010-06-01
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OA
AI
L
Lin, C. Devon *
B
Bingham, Derek
S
Sitter, Randy R.
B
Boxin Tang
DOI:10.1214/09-AOS757delete
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摘要

摘要

En 中文
We develop a new method for constructing good designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing how large orthogonal Latin hypercubes can be constructed using small orthogonal Latin hypercubes. Another appealing feature of our method is that it can easily be adapted to construct other designs; we examine how to make use of the method to construct nearly orthogonal and cascading Latin hypercubes.
Keyword:
Cascading Latin hypercube
Hadamard matrix
Kronecker product
orthogonal array
orthogonal Latin hypercube
space-filling design
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期刊

Annals of Statistics 封面图
Annals of Statistics
IF:
3.7
论文数:
2.8K
被引数:
2.9W

机构

Q
queens university - canada
学者数:
1.8W
论文数: 1.7W
被引数: 29
S
Simon Fraser University
学者数:
1.0W
论文数: 1.0W
被引数: 1.4W
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