Sliced Orthogonal Array-Based Latin Hypercube Designs

doi:10.1080/00401706.2014.993092

CSpace > 应用数学研究所

	Sliced Orthogonal Array-Based Latin Hypercube Designs
	Hwang, Youngdeok 1; Qian, Peter Z. G.2; He, Xu3
	2016-01-02
发表期刊	TECHNOMETRICS
ISSN	0040-1706
卷号	58 期号:1 页码:50-61
摘要	We propose an approach for constructing a new type of design, called a sliced orthogonal array-based Latin hypercube design. This approach exploits a slicing structure of orthogonal arrays with strength two and makes use of sliced random permutations. Such a design achieves one- and two-dimensional uniformity and can be divided into smaller Latin hypercube designs with one-dimensional uniformity. Sampling properties of the proposed designs are derived. Examples are given for illustrating the construction method and corroborating the derived theoretical results. Potential applications of the constructed designs include uncertainty quantification of computer models, computer models with qualitative and quantitative factors, cross-validation and efficient allocation of computing resources. Supplementary materials for this article are available online.
关键词	Computer models Design of experiments Latin hypercube designs Model ensembles Space-filling designs
DOI	10.1080/00401706.2014.993092
语种	英语
资助项目	NSF[DMS-1055214]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000370550500009
出版者	AMER STATISTICAL ASSOC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/22211
专题	应用数学研究所
通讯作者	Hwang, Youngdeok; Qian, Peter Z. G.; He, Xu
作者单位	1.IBM Res, Yorktown Hts, NY 10598 USA 2.Univ Wisconsin, Dept Stat, Madison, WI 53706 USA 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Hwang, Youngdeok,Qian, Peter Z. G.,He, Xu. Sliced Orthogonal Array-Based Latin Hypercube Designs[J]. TECHNOMETRICS,2016,58(1):50-61.
APA	Hwang, Youngdeok,Qian, Peter Z. G.,&He, Xu.(2016).Sliced Orthogonal Array-Based Latin Hypercube Designs.TECHNOMETRICS,58(1),50-61.
MLA	Hwang, Youngdeok,et al."Sliced Orthogonal Array-Based Latin Hypercube Designs".TECHNOMETRICS 58.1(2016):50-61.