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
N1 - Funding Information:
This work was supported by the National Natural Science Foundation of China (Grant Nos. 11431006 , 11471239 , 11601367 , 11771219 , and 11771220 ), National Ten Thousand Talents Program, China , Tianjin Development Program for Innovation and Entrepreneurship, China , Tianjin “131” Talents Program, China , and Project 61331903 . Dennis Lin is supported by National Security Agency, USA via Grant No. H98230-15-1-0253 . The first two authors contributed equally to this work. The authors thank the Co-Editor-in-Chief and two referees for their valuable comments.
Funding Information:
This work was supported by the National Natural Science Foundation of China (Grant Nos. 11431006, 11471239, 11601367, 11771219, and 11771220), National Ten Thousand Talents Program, China, Tianjin Development Program for Innovation and Entrepreneurship, China, Tianjin “131” Talents Program, China, and Project 61331903. Dennis Lin is supported by National Security Agency, USA via Grant No. H98230-15-1-0253. The first two authors contributed equally to this work. The authors thank the Co-Editor-in-Chief and two referees for their valuable comments.
Publisher Copyright:
© 2018 Elsevier B.V.
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.
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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 -