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Flexible sliced designs for computer experiments

Author

Listed:
  • Xiangshun Kong

    (Peking University)

  • Mingyao Ai

    (Peking University)

  • Kwok Leung Tsui

    (City University of Hong Kong)

Abstract

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.

Suggested Citation

  • Xiangshun Kong & Mingyao Ai & Kwok Leung Tsui, 2018. "Flexible sliced designs for computer experiments," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 631-646, June.
    • Handle: RePEc:spr:aistmt:v:70:y:2018:i:3:d:10.1007_s10463-017-0603-3
    DOI: 10.1007/s10463-017-0603-3
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    References listed on IDEAS

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    1. 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.
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    Cited by:

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    4. 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.

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