Uniform sliced Latin hypercube designs

被引:12
作者
Chen, Hao [1 ]
Huang, Hengzhen [2 ]
Lin, Dennis K. J. [3 ]
Liu, Min-Qian [4 ,5 ]
机构
[1] Tianjin Univ Finance & Econ, Dept Stat, Tianjin 300222, Peoples R China
[2] Georgetown Univ, Dept Biostat Biomath & Bioinformat, Washington, DC 20057 USA
[3] Penn State Univ, Dept Stat, University Pk, PA 16802 USA
[4] Nankai Univ, LPMC, Tianjin 300071, Peoples R China
[5] Nankai Univ, Inst Stat, Tianjin 300071, Peoples R China
关键词
computer experiments; centered L-2-discrepancy; threshold accepting algorithm; uniformity; QUANTITATIVE FACTORS; CONSTRUCTION; MODELS;
D O I
10.1002/asmb.2192
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Sliced Latin hypercube designs (SLHDs) achieve maximum stratification in each dimension, but neither the full designs nor their slices can guarantee a good uniformity over the experimental region. Although the uniformity of the full SLHD and that of its slices are related, there is no one-to-one correspondence between them. In this paper, we propose a new uniformity measure for SLHDs by combining the two kinds of uniformity. Based on such a combined uniformity measure, the obtained uniform SLHDs have the design points evenly spread over the experimental region not only for the whole designs but also for their slices. Numerical simulation shows the effectiveness of the proposed uniform SLHDs for computer experiments with both quantitative and qualitative factors. Copyright (c) 2016 John Wiley & Sons, Ltd.
引用
收藏
页码:574 / 584
页数:11
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