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UNIFORM PROJECTION DESIGNS
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DOI：10.1214/18-AOS1705.png)
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摘要
En 中文
Efficient designs are in high demand in practice for both computer and physical experiments. Existing designs (such as maximin distance designs and uniform designs) may have bad low-dimensional projections, which is undesirable when only a few factors are active. We propose a new design criterion, called uniform projection criterion, by focusing on projection uniformity. Uniform projection designs generated under the new criterion scatter points uniformly in all dimensions and have good space-filling properties in terms of distance, uniformity and orthogonality. We show that the new criterion is a function of the pairwise L-1-distances between the rows, so that the new criterion can be computed at no more cost than a design criterion that ignores projection properties. We develop some theoretical results and show that maximin L-1-equidistant designs are uniform projection designs. In addition, a class of asymptotically optimal uniform projection designs based on good lattice point sets are constructed. We further illustrate an application of uniform projection designs via a multidrug combination experiment.
Keyword:
Computer experiment
discrepancy
Latin hypercube design
maximin distance design
space-filling design
uniform design
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3.7
论文数:
2.8K
被引数:
2.9W
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OPTIMAL MAXIMIN L1-DISTANCE LATIN HYPERCUBE DESIGNS BASED ON GOOD LATTICE POINT DESIGNS.png)
ANNALS OF STATISTICSOAAI
ANNALS OF STATISTICSIF3.7
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