Lower bounds for centered and wrap-around L2-discrepancies and construction of uniform designs by threshold accepting

被引:99
作者
Fang, KT [1 ]
Lu, X
Winker, P
机构
[1] Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong, Peoples R China
[2] Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China
[3] Univ Erfurt, Fac Econ Law & Social Sci, D-99105 Erfurt, Germany
关键词
discrepancy; hamming distance; orthogonality; threshold accepting; uniform design;
D O I
10.1016/S0885-064X(03)00067-0
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We study the uniformity of two- and three-level U-type designs based on the centered and wrap-around L-2-discrepancies. By analyzing the known formulae, we find it possible to reexpress them as functions of column balance, and also as functions of Hamming distances of the rows. These new representations allow to obtain two kinds of lower bounds, which can be used as bench marks in searching uniform U-type designs. An efficient updating procedure for the local search heuristic threshold accepting is developed based on these novel formulations of the centered and wrap-around L-2-discrepancies. Our implementation of this heuristic for the two- and three-level case efficiently generates low discrepancy U-type designs. Their quality is assessed using the available lower bounds. (C) 2003 Elsevier Inc. All rights reserved.
引用
收藏
页码:692 / 711
页数:20
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