Strong orthogonal arrays and associated Latin hypercubes for computer experiments

被引:81
作者
He, Yuanzhen [1 ]
Tang, Boxin [2 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
[2] Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Orthogonal array-based Latin hypercube; Space-filling design (t; m; s)-net; (T; M; S)-NETS;
D O I
10.1093/biomet/ass065
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
This paper introduces, constructs and studies a new class of arrays, called strong orthogonal arrays, as suitable designs for computer experiments. A strong orthogonal array of strength t enjoys better space-filling properties than a comparable orthogonal array in all dimensions lower than t while retaining the space-filling properties of the latter in t dimensions. Latin hypercubes based on strong orthogonal arrays of strength t are more space-filling than comparable orthogonal array-based Latin hypercubes in all g dimensions for any 2 < g < t - 1.
引用
收藏
页码:254 / 260
页数:7
相关论文
共 15 条
[1]  
[Anonymous], 1999, Springer Series in Statistics, DOI DOI 10.1007/978-1-4612-1478-6
[2]  
Dey A., 1999, WILEY PROB STAT
[3]   A connection between uniformity and aberration in regular fractions of two-level factorials [J].
Fang, KT ;
Mukerjee, R .
BIOMETRIKA, 2000, 87 (01) :193-198
[4]   MINIMAX AND MAXIMIN DISTANCE DESIGNS [J].
JOHNSON, ME ;
MOORE, LM ;
YLVISAKER, D .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1990, 26 (02) :131-148
[5]  
Lawrence KM, 1996, J COMB DES, V4, P275, DOI 10.1002/(SICI)1520-6610(1996)4:4<275::AID-JCD5>3.0.CO
[6]  
2-C
[7]   Construction of orthogonal and nearly orthogonal Latin hypercubes [J].
Lin, C. Devon ;
Mukerjee, Rahul ;
Tang, Boxin .
BIOMETRIKA, 2009, 96 (01) :243-247
[8]   A COMPARISON OF THREE METHODS FOR SELECTING VALUES OF INPUT VARIABLES IN THE ANALYSIS OF OUTPUT FROM A COMPUTER CODE [J].
MCKAY, MD ;
BECKMAN, RJ ;
CONOVER, WJ .
TECHNOMETRICS, 1979, 21 (02) :239-245
[9]   An equivalence between (T,M,S)-nets and strongly orthogonal hypercubes [J].
Mullen, GL ;
Schmid, WC .
JOURNAL OF COMBINATORIAL THEORY SERIES A, 1996, 76 (01) :164-174
[10]   POINT SETS AND SEQUENCES WITH SMALL DISCREPANCY [J].
NIEDERREITER, H .
MONATSHEFTE FUR MATHEMATIK, 1987, 104 (04) :273-337