Flexible Nested Latin Hypercube Designs for Computer Experiments

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	Flexible Nested Latin Hypercube Designs for Computer Experiments
	Chen, Daijun 1; Xiong, Shifeng2
刊名	JOURNAL OF QUALITY TECHNOLOGY
	2017-10-01
卷号	49 期号:4 页码:337-353
关键词	Multi-Fidelity Computer Model Optimal Design Sequential Design Space-Filling Design
ISSN号	0022-4065
英文摘要	Multi-level and sequential computer experiments are commonly used to study complex systems in engineering and science. Suitable designs for such experiments require nested structures. Because a nested Latin hypercube design (NLHD) (Qian (2009)) can be constructed only when the run size in each larger design is a multiple of that in a smaller one, the use of NLHDs faces some limitations in practice. In this paper, we propose a random sampling procedure for constructing flexible NLHDs, which have no such a restriction. We also develop an efficient sequential algorithm to search for the optimal NLHDs with respect to some space-filling criteria. Simulation results show that our methods can yield flexible NLHDs with good space-filling properties.
资助项目	National Natural Science Foundation of China[11471172] ; National Natural Science Foundation of China[11671386] ; Chinese Ministry of Science and Technology[2016YFF0203801]
WOS研究方向	Engineering ; Operations Research & Management Science ; Mathematics
语种	英语
出版者	AMER SOC QUALITY CONTROL-ASQC
WOS记录号	WOS:000411303000003
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/26560]
专题	系统科学研究所
通讯作者	Xiong, Shifeng
作者单位	1.City Univ Hong Kong, Dept Math, Tat Chee Ave, Kowloon Tong, Hong Kong, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Chen, Daijun,Xiong, Shifeng. Flexible Nested Latin Hypercube Designs for Computer Experiments[J]. JOURNAL OF QUALITY TECHNOLOGY,2017,49(4):337-353.
APA	Chen, Daijun,&Xiong, Shifeng.(2017).Flexible Nested Latin Hypercube Designs for Computer Experiments.JOURNAL OF QUALITY TECHNOLOGY,49(4),337-353.
MLA	Chen, Daijun,et al."Flexible Nested Latin Hypercube Designs for Computer Experiments".JOURNAL OF QUALITY TECHNOLOGY 49.4(2017):337-353.