Open Access
August 2019 Construction of marginally coupled designs by subspace theory
Yuanzhen He, C. Devon Lin, Fasheng Sun
Bernoulli 25(3): 2163-2182 (August 2019). DOI: 10.3150/18-BEJ1049

Abstract

Recent researches on designs for computer experiments with both qualitative and quantitative factors have advocated the use of marginally coupled designs. This paper proposes a general method of constructing such designs for which the designs for qualitative factors are multi-level orthogonal arrays and the designs for quantitative factors are Latin hypercubes with desirable space-filling properties. Two cases are introduced for which we can obtain the guaranteed low-dimensional space-filling property for quantitative factors. Theoretical results on the proposed constructions are derived. For practical use, some constructed designs for three-level qualitative factors are tabulated.

Citation

Download Citation

Yuanzhen He. C. Devon Lin. Fasheng Sun. "Construction of marginally coupled designs by subspace theory." Bernoulli 25 (3) 2163 - 2182, August 2019. https://doi.org/10.3150/18-BEJ1049

Information

Received: 1 December 2017; Revised: 1 May 2018; Published: August 2019
First available in Project Euclid: 12 June 2019

zbMATH: 07066253
MathSciNet: MR3961244
Digital Object Identifier: 10.3150/18-BEJ1049

Keywords: Cascading Latin hypercube , computer experiment , Latin hypercube , lower-dimensional projection , orthogonal array

Rights: Copyright © 2019 Bernoulli Society for Mathematical Statistics and Probability

Vol.25 • No. 3 • August 2019
Back to Top