A NEW AND FLEXIBLE METHOD FOR CONSTRUCTING DESIGNS FOR COMPUTER EXPERIMENTS

• 成果类型: Article
• 署名作者: Lin, C. Devon; Bingham, Derek; Sitter, Randy R.; Tang, Boxin
• 署名单位: Queens University - Canada; Simon Fraser University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/09-AOS757
• 发表日期: 2010
• 页码: 1460-1477
• 关键词: latin; efficient; arrays; models

摘要

We develop a new method for constructing good designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing how large orthogonal Latin hypercubes can be constructed using small orthogonal Latin hypercubes. Another appealing feature of our method is that it can easily be adapted to construct other designs; we examine how to make use of the method to construct nearly orthogonal and cascading Latin hypercubes.