Bernoulli

  • Bernoulli
  • Volume 25, Number 3 (2019), 2163-2182.

Construction of marginally coupled designs by subspace theory

Yuanzhen He, C. Devon Lin, and Fasheng Sun

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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.

Article information

Source
Bernoulli, Volume 25, Number 3 (2019), 2163-2182.

Dates
Received: December 2017
Revised: May 2018
First available in Project Euclid: 12 June 2019

Permanent link to this document
https://projecteuclid.org/euclid.bj/1560326441

Digital Object Identifier
doi:10.3150/18-BEJ1049

Mathematical Reviews number (MathSciNet)
MR3961244

Zentralblatt MATH identifier
07066253

Keywords
cascading Latin hypercube computer experiment Latin hypercube lower-dimensional projection orthogonal array

Citation

He, Yuanzhen; Lin, C. Devon; Sun, Fasheng. Construction of marginally coupled designs by subspace theory. Bernoulli 25 (2019), no. 3, 2163--2182. doi:10.3150/18-BEJ1049. https://projecteuclid.org/euclid.bj/1560326441


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