Orthogonal and nearly orthogonal designs for computer experiments
Orthogonal and nearly orthogonal designs for computer experiments
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DOI：
10.1093/biomet/asn057
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发表时间：
2009-03-01
期刊：
影响因子：
2.7
通讯作者：
Tang, Boxin
中科院分区：
文献类型：
--
作者：
Bingham, Derek;Sitter, Randy R.;Tang, Boxin
我们介绍了一种构造适合于计算机实验使用的丰富设计类的方法。这些设计包括拉丁超立方体设计和两水平部分析因设计作为特例，填补了这两类常见设计之间的巨大真空。基本的构造方法很简单，即在给定的小设计的基础上构建一系列较大的设计。如果基本设计是正交的，则产生的设计是正交的；同样，如果基本设计是接近正交的，则产生的设计是接近正交的。我们给出了我们的基本构造方法的两个概括。第一个推广改进了基本方法的投影性质；第二个推广产生了相关性较小的设计。文中给出了样例结构，并讨论了这些设计的特性。
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.