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Resolvable orthogonal array-based uniform sliced Latin hypercube designs

Author

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  • Yang, Xue
  • Chen, Hao
  • Liu, Min-Qian

Abstract

Sliced Latin hypercube designs, introduced by Qian (2012), are widely used for computer experiments with qualitative and quantitative factors, multiple experiments, cross-validation and stochastic optimization. In this paper, we propose a new class of sliced Latin hypercube design, called the resolvable orthogonal array-based uniform sliced Latin hypercube design. Such designs are constructed via both symmetric and asymmetric resolvable orthogonal arrays, and measured by the centered L2 discrepancy criterion. When the construction is based on a resolvable orthogonal array with strength w+1, the resulting design not only possesses stratification in any w-dimensional projection for each slice, but also achieves stratification in any (w+1)-dimensional projection for the whole design. Furthermore, the uniformity of the resulting design is also highly improved with respect to the centered L2 discrepancy criterion.

Suggested Citation

  • Yang, Xue & Chen, Hao & Liu, Min-Qian, 2014. "Resolvable orthogonal array-based uniform sliced Latin hypercube designs," Statistics & Probability Letters, Elsevier, vol. 93(C), pages 108-115.
    • Handle: RePEc:eee:stapro:v:93:y:2014:i:c:p:108-115
    DOI: 10.1016/j.spl.2014.06.021
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    References listed on IDEAS

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    1. Fred J. Hickernell, 2002. "Uniform designs limit aliasing," Biometrika, Biometrika Trust, vol. 89(4), pages 893-904, December.
    2. Peter Z. G. Qian, 2012. "Sliced Latin Hypercube Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 393-399, March.
    3. Kai-Tai Fang & Dennis K. J. Lin & Min-Qian Liu, 2003. "Optimal mixed-level supersaturated design," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 58(3), pages 279-291, December.
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    Cited by:

    1. Yang, Xue & Yang, Gui-Jun & Su, Ya-Juan, 2018. "Uniform minimum moment aberration designs," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 26-33.
    2. Wang, Xiao-Lei & Zhao, Yu-Na & Yang, Jian-Feng & Liu, Min-Qian, 2017. "Construction of (nearly) orthogonal sliced Latin hypercube designs," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 174-180.

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    More about this item

    Keywords

    Computer experiment; Centered L2 discrepancy; Resolvable orthogonal array; Space-filling design; Sliced Latin hypercube design;
    All these keywords.

    JEL classification:

    • L2 - Industrial Organization - - Firm Objectives, Organization, and Behavior

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