Uniform projection nested Latin hypercube designs

Hao Chen (), Yan Zhang and Xue Yang
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Hao Chen: Tianjin University of Finance and Economics
Yan Zhang: Tianjin University of Finance and Economics Pearl River College
Xue Yang: Tianjin University of Finance and Economics

Statistical Papers, 2021, vol. 62, issue 4, No 19, 2045 pages

Abstract: Abstract Computer experiments usually involve many factors, but only a few of them are active. In such a case, it is desirable to construct designs with good projection properties. Maximum projection designs and uniform projection designs have been developed for common experimental situations, however, there has been little study on constructing projection designs for high-accuracy computer experiments (HEs) and low-accuracy computer experiments (LEs) so far. In this paper, we propose a weighted uniform projection criterion, and construct uniform projection nested Latin hypercube designs to suit such computer experiment situations. We show that the obtained designs have good projection properties in all sub-dimensions, and we also discuss how to choose a proper value for the weight. Simulated examples are available to illustrate the effectiveness of the proposed designs.

Keywords: Centered $$L_2$$ L 2 -discrepancy; High-accuracy computer experiments and low-accuracy computer experiments; Projection property; ESE algorithm (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-020-01172-6

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