Sliced Latin Hypercube Designs

نویسندگان

  • Peter Z. G. Qian
  • Peter Z. G. QIAN
چکیده

This article may be used for research, teaching, and private study purposes. Any substantial or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date. The accuracy of any instructions, formulae, and drug doses should be independently verified with primary sources. The publisher shall not be liable for any loss, actions, claims, proceedings, demand, or costs or damages whatsoever or howsoever caused arising directly or indirectly in connection with or arising out of the use of this material. This article proposes a method for constructing a new type of space-filling design, called a sliced Latin hypercube design, intended for running computer experiments. Such a design is a special Latin hypercube design that can be partitioned into slices of smaller Latin hypercube designs. It is desirable to use the constructed designs for collective evaluations of computer models and ensembles of multiple computer models. The proposed construction method is easy to implement, capable of accommodating any number of factors, and flexible in run size. Examples are given to illustrate the method. Sampling properties of the constructed designs are examined. Numerical illustration is provided to corroborate the derived theoretical results.

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تاریخ انتشار 2013