Nested orthogonal array-based Latin hypercube designs
We propose two methods for constructing a new type of design, called a nested orthogonal array-based Latin hypercube design, intended for multi-fidelity computer experiments. Such designs are two nested space-filling designs in which the large design achieves stratification in both bivariate and univariate margins and the small design achieves stratification in univariate margins. These designs have better space-filling properties than nested Latin hypercube designs in which the large design possesses uniformity in univariate margins only. The first method expands an ordinary Latin hypercube design to a larger design that achieves uniformity in any one- or two-dimensional projection. The second method uses an orthogonal array with strength two to simultaneously construct a pair of nested orthogonal array-based Latin hypercube designs. Examples are given to illustrate the proposed methods. Sampling properties of the proposed designs are derived. Copyright 2011, Oxford University Press.
Year of publication: |
2011
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Authors: | He, Xu ; Qian, Peter Z. G. |
Published in: |
Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 98.2011, 3, p. 721-731
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Publisher: |
Biometrika Trust |
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