The Annals of Statistics

Construction of nested space-filling designs

Peter Z. G. Qian, Mingyao Ai, and C. F. Jeff Wu

Full-text: Open access

Abstract

New types of designs called nested space-filling designs have been proposed for conducting multiple computer experiments with different levels of accuracy. In this article, we develop several approaches to constructing such designs. The development of these methods also leads to the introduction of several new discrete mathematics concepts, including nested orthogonal arrays and nested difference matrices.

Article information

Source
Ann. Statist., Volume 37, Number 6A (2009), 3616-3643.

Dates
First available in Project Euclid: 17 August 2009

Permanent link to this document
https://projecteuclid.org/euclid.aos/1250515399

Digital Object Identifier
doi:10.1214/09-AOS690

Mathematical Reviews number (MathSciNet)
MR2549572

Zentralblatt MATH identifier
1369.62195

Subjects
Primary: 62K15: Factorial designs
Secondary: 62K20: Response surface designs

Keywords
Computer experiments design of experiments difference matrices orthogonal arrays OA-based Latin hypercubes randomized orthogonal arrays Wang–Wu method

Citation

Qian, Peter Z. G.; Ai, Mingyao; Wu, C. F. Jeff. Construction of nested space-filling designs. Ann. Statist. 37 (2009), no. 6A, 3616--3643. doi:10.1214/09-AOS690. https://projecteuclid.org/euclid.aos/1250515399


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