Optimal Sliced Latin Hypercube Designs with Slices of Arbitrary Run Sizes

Mathematics

Zhengming Wang¹  Kai Jia²  Yimin Yin²  Jing Zhang²  Jin Xu² 

[1] College of Advanced Interdisciplinary Studies, National University of Defense Technology, Changsha 410072, China;College of Liberal Arts and Sciences, National University of Defense Technology, Changsha 410072, China;

关键词: computer experiment;    optimal design;    space-filling design;    maximin distance criterion;   

DOI  :  10.3390/math7090854

来源: DOAJ

【 摘 要 】

Sliced Latin hypercube designs (SLHDs) are widely used in computer experiments with both quantitative and qualitative factors and in batches. Optimal SLHDs achieve better space-filling property on the whole experimental region. However, most existing methods for constructing optimal SLHDs have restriction on the run sizes. In this paper, we propose a new method for constructing SLHDs with arbitrary run sizes, and a new combined space-filling measurement describing the space-filling property for both the whole design and its slices. Furthermore, we develop general algorithms to search for the optimal SLHD with arbitrary run sizes under the proposed measurement. Examples are presented to illustrate that effectiveness of the proposed methods.

【 授权许可】

Unknown