Flexible sliced designs for computer experiments

Xiangshun Kong, Mingyao Ai*, Kwok Leung Tsui

*此作品的通讯作者

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摘要

Sliced Latin hypercube designs are popularly adopted for computer experiments with qualitative factors. Previous constructions require the sizes of different slices to be identical. Here we construct sliced designs with flexible sizes of slices. Besides achieving desirable one-dimensional uniformity, flexible sliced designs (FSDs) constructed in this paper accommodate arbitrary sizes for different slices and cover ordinary sliced Latin hypercube designs as special cases. The sampling properties of FSDs are derived and a central limit theorem is established. It shows that any linear combination of the sample means from different models on slices follows an asymptotic normal distribution. Some simulations compare FSDs with other sliced designs in collective evaluations of multiple computer models.

源语言英语
页(从-至)631-646
页数16
期刊Annals of the Institute of Statistical Mathematics
70
3
DOI
出版状态已出版 - 1 6月 2018
已对外发布

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Kong, X., Ai, M., & Tsui, K. L. (2018). Flexible sliced designs for computer experiments. Annals of the Institute of Statistical Mathematics, 70(3), 631-646. https://doi.org/10.1007/s10463-017-0603-3