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A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS
Ba, Shan1; Myers, William R.1; Wang, Dianpeng2
2018-04-01
Source PublicationSTATISTICA SINICA
ISSN1017-0405
Volume28Issue:2Pages:879-897
AbstractMany computer experiments involve a large number of input factors, but many of them are inert and only a subset are important. This paper develops a new sequential design framework that can accommodate multiple responses and quickly screen out inert factors so that the final design is space-filling with respect to the active factors. By folding over Latin hypercube designs with sliced structure, this sequential design can have flexible sample size in each stage and also ensure that each stage, as well as the whole combined design, are all approximately Latin hypercube designs. The sequential framework does not require prescribing the total sample size and, under the presence of inert factors, can lead to substantial savings in simulation resources. Even if all factors are important, the proposed sequential design can still achieve a similar overall space-filling property compared to a maximin Latin hypercube design optimized in a single stage.
KeywordEffect sparsity foldover design sample size determination sliced Latin hypercube design space-filling criterion
DOI10.5705/ss.202016.0165
Language英语
Funding ProjectNSAF[U1430125]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000450211500016
PublisherSTATISTICA SINICA
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/31728
Collection中国科学院数学与系统科学研究院
Affiliation1.Procter & Gamble Co, Quantitat Sci, Mason, OH 45040 USA
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Ba, Shan,Myers, William R.,Wang, Dianpeng. A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS[J]. STATISTICA SINICA,2018,28(2):879-897.
APA Ba, Shan,Myers, William R.,&Wang, Dianpeng.(2018).A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS.STATISTICA SINICA,28(2),879-897.
MLA Ba, Shan,et al."A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS".STATISTICA SINICA 28.2(2018):879-897.
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