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 | |
| State | Published - Mar 1 2019 |
Fingerprint
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
Cite this
}
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 journal › Article
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 - 2019/3/1
Y1 - 2019/3/1
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 -