Sliced Latin hypercube designs with both branching and nested factors

Hao Chen, Jinyu Yang, Dennis K.J. Lin, Min Qian Liu

Research output: Contribution to journalArticle

Abstract

One special kind of sliced Latin hypercube designs (SLHDs) for computer experiments with branching and nested factors is proposed here, where not only the whole design is an SLHD, but all its slices are also SLHDs. In addition, the SLHD in the first layer has a flexible number of slices, and the slice numbers of the SLHDs in the second layer can be flexible (either the same or different). The construction method is easy to implement, and the resulting designs are orthogonal under some mild conditions. Based on the centered L2-discrepancy, uniform SLHDs with branching and nested factors are further constructed.

Original languageEnglish (US)
Pages (from-to)124-131
Number of pages8
JournalStatistics and Probability Letters
Volume146
DOIs
StatePublished - Mar 1 2019

Fingerprint

Latin Hypercube Design
Branching
Slice
Computer Experiments
Discrepancy
Factors

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

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Sliced Latin hypercube designs with both branching and nested factors. / Chen, Hao; Yang, Jinyu; Lin, Dennis K.J.; Liu, Min Qian.

In: Statistics and Probability Letters, Vol. 146, 01.03.2019, p. 124-131.

Research output: Contribution to journalArticle

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