A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS

doi:10.5705/ss.202016.0165

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	A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS
	Ba, Shan 1; Myers, William R.1; Wang, Dianpeng 2
	2018-04-01
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	28 期号:2 页码:879-897
摘要	Many 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.
关键词	Effect sparsity foldover design sample size determination sliced Latin hypercube design space-filling criterion
DOI	10.5705/ss.202016.0165
语种	英语
资助项目	NSAF[U1430125]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000450211500016
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31728
专题	中国科学院数学与系统科学研究院
通讯作者	Ba, Shan
作者单位	1.Procter & Gamble Co, Quantitat Sci, Mason, OH 45040 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 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.