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A note on construction of nearly uniform designs with large number of runs

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  • Fang, Kai-Tai
  • Qin, Hong

Abstract

Uniform designs have been used in computer experiments (Fang et al., Technometrics 42 (2000) 237). A uniform design seeks its design points to be uniformly scattered on the experimental domain. When the number of runs is large, to search a related uniform design is a NP hard problem. Therefore, the number of runs of most existing uniform designs is small ([less-than-or-equals, slant]50). In this article, we propose a way to construct nearly uniform designs with large number of runs by collapsing two uniform designs in the sense of low-discrepancy. The number of runs of the novel design is the product of the two numbers of runs of both original designs. Two measures of uniformity, the centered L2-discrepancy (CD) and wrap-around L2-discrepancy (WD) are employed. Analytic formulas of CD- and WD-values between the novel design and both original designs are obtained.

Suggested Citation

  • Fang, Kai-Tai & Qin, Hong, 2003. "A note on construction of nearly uniform designs with large number of runs," Statistics & Probability Letters, Elsevier, vol. 61(2), pages 215-224, January.
  • Handle: RePEc:eee:stapro:v:61:y:2003:i:2:p:215-224
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    Citations

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    Cited by:

    1. Chuang, S.C. & Hung, Y.C., 2010. "Uniform design over general input domains with applications to target region estimation in computer experiments," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 219-232, January.
    2. Zou, Na & Ren, Ping & Qin, Hong, 2009. "A note on Lee discrepancy," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 496-500, February.
    3. Zujun Ou & Kashinath Chatterjee & Hong Qin, 2011. "Lower bounds of various discrepancies on combined designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(1), pages 109-119, July.
    4. Fasheng Sun & Jie Chen & Min-Qian Liu, 2011. "Connections between uniformity and aberration in general multi-level factorials," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(3), pages 305-315, May.

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