Statistica Sinica Preprint No : SS-2016-0423 . R 2 Title Construction of Maximin Distance Designs via Level Permutation and Expansion

Statistica Sinica Preprint No : SS-2016-0423 . R 2 Title Construction of Maximin Distance Designs via Level Permutation and Expansion
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发表时间:
2017
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通讯作者:
Qian Xiao;Hongquan Xu
Qian Xiao;Hongquan Xu
中科院分区:
其他
文献类型:
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作者:
Qian Xiao;Hongquan Xu

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极大最小距离设计是一类重要的空间填充设计,在计算机实验中有着广泛的应用,但其构造却具有挑战性。我们开发了一个有效的程序来生成最大最小拉丁超立方体设计,以及最大最小多水平部分阶乘设计,从现有的正交或近正交阵列通过水平置换和扩展。我们发现,生成的设计的距离分布与初始设计的距离分布和广义字长模式密切相关。实例表明,该方法优于许多当前流行的方法。
Maximin distance designs as an important class of space-filling designs are widely used in computer experiments, yet their constructions are challenging. We develop an efficient procedure to generate maximin Latin hypercube designs, as well as maximin multi-level fractional factorial designs, from existing orthogonal or nearly orthogonal arrays via level permutation and expansion. We show that the distance distributions of the generated designs are closely connected with the distance distributions and generalized word-length patterns of the initial designs. Examples are presented to show that our method outperforms many current prevailing methods.