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Orthogonal and nearly orthogonal designs for computer experiments

Author

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  • Derek Bingham
  • Randy R. Sitter
  • Boxin Tang

Abstract

We introduce a method for constructing a rich class of designs that are suitable for use in computer experiments. The designs include Latin hypercube designs and two-level fractional factorial designs as special cases and fill the vast vacuum between these two familiar classes of designs. The basic construction method is simple, building a series of larger designs based on a given small design. If the base design is orthogonal, the resulting designs are orthogonal; likewise, if the base design is nearly orthogonal, the resulting designs are nearly orthogonal. We present two generalizations of our basic construction method. The first generalization improves the projection properties of the basic method; the second generalization gives rise to designs that have smaller correlations. Sample constructions are presented and properties of these designs are discussed. Copyright 2009, Oxford University Press.

Suggested Citation

  • Derek Bingham & Randy R. Sitter & Boxin Tang, 2009. "Orthogonal and nearly orthogonal designs for computer experiments," Biometrika, Biometrika Trust, vol. 96(1), pages 51-65.
    • Handle: RePEc:oup:biomet:v:96:y:2009:i:1:p:51-65
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    File URL: http://hdl.handle.net/10.1093/biomet/asn057
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    Citations

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    Cited by:

    1. Song-Nan Liu & Min-Qian Liu & Jin-Yu Yang, 2023. "Construction of Column-Orthogonal Designs with Two-Dimensional Stratifications," Mathematics, MDPI, vol. 11(6), pages 1-27, March.
    2. Stelios Georgiou & Christos Koukouvinos & Min-Qian Liu, 2014. "U-type and column-orthogonal designs for computer experiments," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(8), pages 1057-1073, November.
    3. Su, Zheren & Wang, Yaping & Zhou, Yingchun, 2020. "On maximin distance and nearly orthogonal Latin hypercube designs," Statistics & Probability Letters, Elsevier, vol. 166(C).
    4. Mandal, B.N. & Dash, Sukanta & Parui, Shyamsundar & Parsad, Rajender, 2016. "Orthogonal Latin hypercube designs with special reference to four factors," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 181-185.
    5. Fasheng Sun & Boxin Tang, 2017. "A Method of Constructing Space-Filling Orthogonal Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 683-689, April.
    6. Wenlong Li & Min-Qian Liu & Jian-Feng Yang, 2022. "Construction of column-orthogonal strong orthogonal arrays," Statistical Papers, Springer, vol. 63(2), pages 515-530, April.
    7. Ru Yuan & Bing Guo & Min-Qian Liu, 2021. "Flexible sliced Latin hypercube designs with slices of different sizes," Statistical Papers, Springer, vol. 62(3), pages 1117-1134, June.
    8. Mengmeng Liu & Min-Qian Liu & Jinyu Yang, 2022. "Construction of group strong orthogonal arrays of strength two plus," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(6), pages 657-674, August.
    9. Li Gu & Jian-Feng Yang, 2013. "Construction of nearly orthogonal Latin hypercube designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 819-830, August.
    10. Grömping, Ulrike, 2023. "A unifying implementation of stratum (aka strong) orthogonal arrays," Computational Statistics & Data Analysis, Elsevier, vol. 183(C).
    11. Weiping Zhou & Jinyu Yang & Min-Qian Liu, 2021. "Construction of orthogonal marginally coupled designs," Statistical Papers, Springer, vol. 62(4), pages 1795-1820, August.
    12. Ifigenia Efthimiou & Stelios Georgiou & Min-Qian Liu, 2015. "Construction of nearly orthogonal Latin hypercube designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 45-57, January.

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