当前位置: X-MOL 学术Stat. Pap. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Uniform projection nested Latin hypercube designs
Statistical Papers ( IF 1.3 ) Pub Date : 2020-04-06 , DOI: 10.1007/s00362-020-01172-6
Hao Chen , Yan Zhang , Xue Yang

Computer experiments usually involve many factors, but only a few of them are active. In such a case, it is desirable to construct designs with good projection properties. Maximum projection designs and uniform projection designs have been developed for common experimental situations, however, there has been little study on constructing projection designs for high-accuracy computer experiments (HEs) and low-accuracy computer experiments (LEs) so far. In this paper, we propose a weighted uniform projection criterion, and construct uniform projection nested Latin hypercube designs to suit such computer experiment situations. We show that the obtained designs have good projection properties in all sub-dimensions, and we also discuss how to choose a proper value for the weight. Simulated examples are available to illustrate the effectiveness of the proposed designs.

中文翻译:

均匀投影嵌套拉丁超立方体设计

计算机实验通常涉及很多因素,但只有少数是活跃的。在这种情况下,需要构建具有良好投影特性的设计。针对常见的实验情况,已经开发了最大投影设计和均​​匀投影设计,但是,迄今为止,关于构建高精度计算机实验(HE)和低精度计算机实验(LE)的投影设计的研究很少。在本文中,我们提出了加权均匀投影标准,并构建了均匀投影嵌套拉丁超立方体设计以适应这种计算机实验情况。我们表明所获得的设计在所有子维度上都具有良好的投影特性,并且我们还讨论了如何为权重选择合适的值。
更新日期:2020-04-06
down
wechat
bug