Construction of sliced (nearly) orthogonal Latin hypercube designs

Construction of sliced (nearly) orthogonal Latin hypercube designs
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切片(近)正交拉丁超立方体设计的构造

DOI:
10.1016/j.jco.2013.10.004
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发表时间:
2014-06-01
影响因子:
1.7
通讯作者:
Liu, Min-Qian
Liu, Min-Qian
中科院分区:
数学2区
文献类型:
--
作者:
Huang, Hengzhen;Yang, Jian-Feng;Liu, Min-Qian

文献摘要

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切片拉丁超立方体设计对于批量运行计算机模型、多个计算机模型的集成、具有定性和定量因素的计算机实验、交叉验证和数据池非常有用。然而,高度相关列的存在使得数据分析变得棘手。本文给出了一种构造切片(近)正交拉丁超立方体设计的方法。由此产生的设计具有灵活的尺寸,大多数是新的。在保证正交性或近似正交性的情况下,所得设计的空间填充性也得到了改善。提供的例子来说明所提出的方法。(C)2013 Elsevier Inc. All rights reserved.
Sliced Latin hypercube designs are very useful for running a computer model in batches, ensembles of multiple computer models, computer experiments with qualitative and quantitative factors, cross-validation and data pooling. However, the presence of highly correlated columns makes the data analysis intractable. In this paper, a construction method for sliced (nearly) orthogonal Latin hypercube designs is developed. The resulting designs have flexible sizes and most are new. With the orthogonality or near orthogonality being guaranteed, the space-filling property of the resulting designs is also improved. Examples are provided for illustrating the proposed method. (C) 2013 Elsevier Inc. All rights reserved.