Flexible sliced designs for computer experiments (Q1753974): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:33, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Flexible sliced designs for computer experiments |
scientific article |
Statements
Flexible sliced designs for computer experiments (English)
0 references
29 May 2018
0 references
Latin hypercube designs (LHDs) are popular designs in computer experiments. Central for computer experiments is to estimate the mean of the response of a computer model. When the experiment contains several batches or multiple computer models, sliced designs are considered, especially sliced LHDs (SLHDs). Previous constructions require the size of different slices to be identical. In this paper the authors construct sliced designs with flexible sizes of slices, so-called flexible sliced designs (FSDs). Now a linear combination of the sample means from the different models in each slice is considered as an important estimator. The authors prove that the variance of this estimator using FSDs is smaller as the variance using SLHDs. Moreover, a central limit theorem is established showing that the estimator follows an asymptotic normal distribution.
0 references
Latin hypercube design
0 references
sliced design
0 references
improvement of estimators
0 references
central limit theorem
0 references