Sliced Latin hypercube designs with both branching and nested factors

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

doi:10.1016/j.spl.2018.11.007

Sliced Latin hypercube designs with both branching and nested factors

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

Statistics

Research output: Contribution to journal › Article

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 language	English (US)
Pages (from-to)	124-131
Number of pages	8
Journal	Statistics and Probability Letters
Volume	146
DOIs	https://doi.org/10.1016/j.spl.2018.11.007
Publication status	Published - Mar 2019

Fingerprint

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

Cite this

Chen, H., Yang, J., Lin, D. K. J., & Liu, M. Q. (2019). Sliced Latin hypercube designs with both branching and nested factors. Statistics and Probability Letters, 146, 124-131. https://doi.org/10.1016/j.spl.2018.11.007

@article{6b822e50ca16459b95bcd3a8b6e15596,

title = "Sliced Latin hypercube designs with both branching and nested factors",

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.",

author = "Hao Chen and Jinyu Yang and Lin, {Dennis K.J.} and Liu, {Min Qian}",

year = "2019",

month = "3",

doi = "10.1016/j.spl.2018.11.007",

language = "English (US)",

volume = "146",

pages = "124--131",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

}

TY - JOUR

T1 - Sliced Latin hypercube designs with both branching and nested factors

AU - Chen, Hao

AU - Yang, Jinyu

AU - Lin, Dennis K.J.

AU - Liu, Min Qian

PY - 2019/3

Y1 - 2019/3

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=85057313541&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85057313541&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2018.11.007

DO - 10.1016/j.spl.2018.11.007

M3 - Article

AN - SCOPUS:85057313541

VL - 146

SP - 124

EP - 131

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

ER -

Access to Document

10.1016/j.spl.2018.11.007