Orthogonal designs for computer experiments

被引：22

作者：

Georgiou, S. D. ^{[1
]}

机构：

[1] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 04期

关键词：

Computer experiment; Autocorrelation function; Integer sequences; Orthogonal designs; Construction; LATIN HYPERCUBE DESIGNS; CONSTRUCTION;

D O I：

10.1016/j.jspi.2010.11.014

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：

Computer experiments are becoming increasingly popular surrogates for physical experiments in recent years. In this paper, we propose a general procedure for constructing orthogonal designs with many levels and distinct runs. These designs are suitable for computer experiments. The basic idea of the method is to fold-over suitable orthogonal matrices. The properties of the derived designs are studied and a brief comparison with the designs in the literature is given. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1519 / 1525

页数：7

共 19 条

[1]

[Anonymous], BIOMETRIKA

[2]

[Anonymous], MATH COMPUT

[3] Orthogonal and nearly orthogonal designs for computer experiments [J].

Bingham, Derek ;

Sitter, Randy R. ;

Tang, Boxin .

BIOMETRIKA, 2009, 96 (01) :51-65

[4]

Butler NA, 2005, COMMUN STAT-THEOR M, V34, P417, DOI [10.1080/03610920509342430, 10.1081/STA-200047379]

[5] Optimal and orthogonal Latin hypercube designs for computer experiments [J].

Butler, NA .

BIOMETRIKA, 2001, 88 (03) :847-857

[6]

Fang KT, 2006, CH CRC COMP SCI DATA, P3

[7] Orthogonal Latin hypercube designs from generalized orthogonal designs [J].

Georgiou, Stelios D. .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 139 (04) :1530-1540

[8]

Geramita A., 1979, Orthogonal Designs: Quadratic Forms and Hadamard Matrices

[9]

Kharaghani H, 2000, J COMB DES, V8, P166, DOI 10.1002/(SICI)1520-6610(2000)8:3<166::AID-JCD2>3.0.CO

[10]

2-R

← 1 2 →