Optimal and orthogonal Latin hypercube designs for computer experiments

被引：87

作者：

Butler, NA ^{[1
]}

机构：

[1] Univ Reading, Dept Appl Stat, Reading RG6 6FN, Berks, England

来源：

BIOMETRIKA | 2001年 / 88卷 / 03期

关键词：

discrete cosine transform; Fourier-polynomial; optimality criteria; resolution; sensitivity analysis; simulation model; Williams transformation;

D O I：

10.1093/biomet/88.3.847

中图分类号：

Q [生物科学];

学科分类号：

07 [理学]; 0710 [生物学]; 09 [农学];

摘要：

Latin hypercube designs are often used in computer experiments as they ensure that few design points are redundant when there is effect sparsity. In this paper, designs suitable for factor screening are presented and they are shown to be efficient in terms of runs required per factor as well as having optimal and orthogonal properties. Designs orthogonal under full second-order models are also constructed.

引用

页码：847 / 857

页数：11

共 27 条

[1]

BAILEY RA, 1984, J ROY STAT SOC B MET, V46, P323

[2]

BAILEY RA, 1982, J ROY STAT SOC B MET, V44, P63

[3]

Bates RA, 1996, J ROY STAT SOC B MET, V58, P77

[4]

FAST COMPUTATION OF A DISCRETIZED THIN-PLATE SMOOTHING SPLINE FOR IMAGE DATA [J].

BUCKLEY, MJ .

BIOMETRIKA, 1994, 81 (02) :247-258

[5]

A frequency domain comparison of estimation methods for Gaussian fields [J].

Butler, N .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1998, 27 (09) :2325-2342

[6]

BUTLER NA, 2001, IN PRESS J R STAT B

[7]

BAYESIAN PREDICTION OF DETERMINISTIC FUNCTIONS, WITH APPLICATIONS TO THE DESIGN AND ANALYSIS OF COMPUTER EXPERIMENTS [J].

CURRIN, C ;

MITCHELL, T ;

MORRIS, M ;

YLVISAKER, D .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1991, 86 (416) :953-963

[8]

EDMONDSON RN, 1993, J ROY STAT SOC B MET, V55, P707

[9]

Fang K. T., 1994, Number Theoretic Methods in Statistics

[10]

A DISTRIBUTION-FREE APPROACH TO INDUCING RANK CORRELATION AMONG INPUT VARIABLES [J].

IMAN, RL ;

CONOVER, WJ .

COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1982, 11 (03) :311-334

← 1 2 3 →