Flexible sliced designs for computer experiments

被引:10
作者
Kong, Xiangshun [1 ]
Ai, Mingyao [1 ]
Tsui, Kwok Leung [2 ]
机构
[1] Peking Univ, Sch Math Sci, LMAM, Beijing 100871, Peoples R China
[2] City Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong 999077, Hong Kong, Peoples R China
关键词
Central limit theorem; Latin hypercube design; Sampling property; Sliced design; LATIN HYPERCUBE DESIGNS;
D O I
10.1007/s10463-017-0603-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Sliced Latin hypercube designs are popularly adopted for computer experiments with qualitative factors. Previous constructions require the sizes of different slices to be identical. Here we construct sliced designs with flexible sizes of slices. Besides achieving desirable one-dimensional uniformity, flexible sliced designs (FSDs) constructed in this paper accommodate arbitrary sizes for different slices and cover ordinary sliced Latin hypercube designs as special cases. The sampling properties of FSDs are derived and a central limit theorem is established. It shows that any linear combination of the sample means from different models on slices follows an asymptotic normal distribution. Some simulations compare FSDs with other sliced designs in collective evaluations of multiple computer models.
引用
收藏
页码:631 / 646
页数:16
相关论文
共 15 条
[1]   A GENERAL THEORY FOR ORTHOGONAL ARRAY BASED LATIN HYPERCUBE SAMPLING [J].
Ai, Mingyao ;
Kong, Xiangshun ;
Li, Kang .
STATISTICA SINICA, 2016, 26 (02) :761-777
[2]   CONSTRUCTION OF SLICED SPACE-FILLING DESIGNS BASED ON BALANCED SLICED ORTHOGONAL ARRAYS [J].
Ai, Mingyao ;
Jiang, Bochuan ;
Li, Kang .
STATISTICA SINICA, 2014, 24 (04) :1685-1702
[3]   Optimal Sliced Latin Hypercube Designs [J].
Ba, Shan ;
Myers, William R. ;
Brenneman, William A. .
TECHNOMETRICS, 2015, 57 (04) :479-487
[4]   Some large deviations results for Latin Hypercube sampling [J].
Drew, SS ;
Homem-de-Mello, T .
Proceedings of the 2005 Winter Simulation Conference, Vols 1-4, 2005, :673-681
[5]   A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS [J].
He, Xu ;
Qian, Peter Z. G. .
STATISTICA SINICA, 2016, 26 (03) :1117-1128
[6]   Sliced Orthogonal Array-Based Latin Hypercube Designs [J].
Hwang, Youngdeok ;
Qian, Peter Z. G. ;
He, Xu .
TECHNOMETRICS, 2016, 58 (01) :50-61
[7]   SOME CONCEPTS OF DEPENDENCE [J].
LEHMANN, EL .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (05) :1137-&
[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]   EXPLORATORY DESIGNS FOR COMPUTATIONAL EXPERIMENTS [J].
MORRIS, MD ;
MITCHELL, TJ .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 43 (03) :381-402
[10]  
OWEN AB, 1992, J ROY STAT SOC B MET, V54, P541