A note on construction of nearly uniform designs with large number of runs

被引:32
作者
Fang, KT
Qin, H
机构
[1] Hong Kong Baptist Univ, Dept Math, Kowloon, Tong, Peoples R China
[2] Cent China Normal Univ, Dept Math, Wuhan, Peoples R China
关键词
computer experiment; discrepancy; uniform design; U-type design;
D O I
10.1016/S0167-7152(02)00357-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 equal to 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 L-2-discrepancy (CD) and wrap-around L-2-discrepancy (WD) are employed. Analytic formulas of CD- and WD-values between the novel design and both. original designs are obtained. (C) 2003 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:215 / 224
页数:10
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