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Nested strong orthogonal arrays

Author

Listed:
  • Chunwei Zheng

    (Nankai University)

  • Wenlong Li

    (Beijing Jiaotong University)

  • Jian-Feng Yang

    (Nankai University)

Abstract

Nested space-filling designs are popular for conducting multiple computer experiments with different levels of accuracy. Strong orthogonal arrays (SOAs) are a special type of space-filling designs which possess attractive low-dimensional stratifications. Combining these two kinds of designs, we propose a new type of design called a nested strong orthogonal array. Such a design is a special nested space-filling design that consists of two layers, i.e., the large SOA and the small SOA, where they enjoy different strengths, and the small one is nested in the large one. The proposed construction method is easy to use, capable of accommodating a larger number of columns, and the resulting designs possess better stratifications than the existing nested space-filling designs in two dimensions. The construction method is based on regular second order saturated designs and nonregular designs. Some comparisons with the existing nested space-filling designs are given to show the usefulness of the proposed designs.

Suggested Citation

  • Chunwei Zheng & Wenlong Li & Jian-Feng Yang, 2024. "Nested strong orthogonal arrays," Statistical Papers, Springer, vol. 65(9), pages 5503-5528, December.
    • Handle: RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01609-2
    DOI: 10.1007/s00362-024-01609-2
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    References listed on IDEAS

    as
    1. 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.
    2. Yongdao Zhou & Boxin Tang, 2019. "Column-orthogonal strong orthogonal arrays of strength two plus and three minus," Biometrika, Biometrika Trust, vol. 106(4), pages 997-1004.
    3. Yuanzhen He & Boxin Tang, 2013. "Strong orthogonal arrays and associated Latin hypercubes for computer experiments," Biometrika, Biometrika Trust, vol. 100(1), pages 254-260.
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