KMS Of Academy of mathematics and systems sciences, CAS
Flexible Nested Latin Hypercube Designs for Computer Experiments | |
Chen, Daijun1; Xiong, Shifeng2 | |
2017-10-01 | |
发表期刊 | JOURNAL OF QUALITY TECHNOLOGY |
ISSN | 0022-4065 |
卷号 | 49期号:4页码:337-353 |
摘要 | Multi-level and sequential computer experiments are commonly used to study complex systems in engineering and science. Suitable designs for such experiments require nested structures. Because a nested Latin hypercube design (NLHD) (Qian (2009)) can be constructed only when the run size in each larger design is a multiple of that in a smaller one, the use of NLHDs faces some limitations in practice. In this paper, we propose a random sampling procedure for constructing flexible NLHDs, which have no such a restriction. We also develop an efficient sequential algorithm to search for the optimal NLHDs with respect to some space-filling criteria. Simulation results show that our methods can yield flexible NLHDs with good space-filling properties. |
关键词 | Multi-Fidelity Computer Model Optimal Design Sequential Design Space-Filling Design |
语种 | 英语 |
资助项目 | National Natural Science Foundation of China[11471172] ; National Natural Science Foundation of China[11671386] ; Chinese Ministry of Science and Technology[2016YFF0203801] |
WOS研究方向 | Engineering ; Operations Research & Management Science ; Mathematics |
WOS类目 | Engineering, Industrial ; Operations Research & Management Science ; Statistics & Probability |
WOS记录号 | WOS:000411303000003 |
出版者 | AMER SOC QUALITY CONTROL-ASQC |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/26561 |
专题 | 系统科学研究所 |
通讯作者 | Xiong, Shifeng |
作者单位 | 1.City Univ Hong Kong, Dept Math, Tat Chee Ave, Kowloon Tong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
推荐引用方式 GB/T 7714 | Chen, Daijun,Xiong, Shifeng. Flexible Nested Latin Hypercube Designs for Computer Experiments[J]. JOURNAL OF QUALITY TECHNOLOGY,2017,49(4):337-353. |
APA | Chen, Daijun,&Xiong, Shifeng.(2017).Flexible Nested Latin Hypercube Designs for Computer Experiments.JOURNAL OF QUALITY TECHNOLOGY,49(4),337-353. |
MLA | Chen, Daijun,et al."Flexible Nested Latin Hypercube Designs for Computer Experiments".JOURNAL OF QUALITY TECHNOLOGY 49.4(2017):337-353. |
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