Flexible sliced designs for computer experiments (Q1753974)

From MaRDI portal
Revision as of 07:46, 20 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
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
    0 references
    0 references
    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

    Identifiers