A note on construction of nearly uniform designs with large number of runs
Uniform designs have been used in computer experiments (Fang et al., Technometrics 42 (2000) 237). A uniform design seeks its design points to be uniformly scattered on the experimental domain. When the number of runs is large, to search a related uniform design is a NP hard problem. Therefore, the number of runs of most existing uniform designs is small ([less-than-or-equals, slant]50). In this article, we propose a way to construct nearly uniform designs with large number of runs by collapsing two uniform designs in the sense of low-discrepancy. The number of runs of the novel design is the product of the two numbers of runs of both original designs. Two measures of uniformity, the centered L2-discrepancy (CD) and wrap-around L2-discrepancy (WD) are employed. Analytic formulas of CD- and WD-values between the novel design and both original designs are obtained.
Year of publication: |
2003
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Authors: | Fang, Kai-Tai ; Qin, Hong |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 61.2003, 2, p. 215-224
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Publisher: |
Elsevier |
Keywords: | Computer experiment Discrepancy Uniform design U-type design |
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