Interleaved lattice-based maximin distance designs

• 成果类型: Article
• 署名作者: He, Xu
• 署名单位: Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asy069
• 发表日期: 2019
• 页码: 453464
• 关键词: latin hypercube design; computer; inaccuracy; FRAMEWORK

摘要

We propose a new method to construct maximin distance designs with arbitrary numbers of dimensions and points. The proposed designs hold interleaved-layer structures and are by far the best maximin distance designs in four or more dimensions. Applicable to distance measures with equal or unequal weights, our method is useful for emulating computer experiments when a relatively accurate a priori guess on variable importance is available.