Sliced Latin hypercube designs with both branching and nested factors

Hao Chen, Jinyu Yang, Dennis K.J. Lin and Min-Qian Liu

Statistics & Probability Letters, 2019, vol. 146, issue C, 124-131

Abstract: One special kind of sliced Latin hypercube designs (SLHDs) for computer experiments with branching and nested factors is proposed here, where not only the whole design is an SLHD, but all its slices are also SLHDs. In addition, the SLHD in the first layer has a flexible number of slices, and the slice numbers of the SLHDs in the second layer can be flexible (either the same or different). The construction method is easy to implement, and the resulting designs are orthogonal under some mild conditions. Based on the centered L2-discrepancy, uniform SLHDs with branching and nested factors are further constructed.

Keywords: Branching and nested factor; Computer experiment; Orthogonality; Uniformity (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.11.007

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