A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments

DOI10.1214/07-AOS530zbMath1143.62044arXiv0708.0656MaRDI QIDQ939670

Wei-Liem Loh

Publication date: 28 August 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0656

zbMATH Keywords

numerical integrationStein's methodANOVA decompositionOA-based Latin hypercube

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Design of statistical experiments (62K99) Central limit and other weak theorems (60F05) Orthogonal arrays, Latin squares, Room squares (05B15) Analysis of variance and covariance (ANOVA) (62J10) Numerical integration (65D30)

Related Items (10)

Central limit theorems for four new types of U-designs ⋮ On the Instability Issue of Gradient-Enhanced Gaussian Process Emulators for Computer Experiments ⋮ Accurate emulators for large-scale computer experiments ⋮ Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos ⋮ A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments ⋮ Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition ⋮ Asymptotic distributions of a new type of design-based incomplete U-statistics ⋮ Space-filling designs on Riemannian manifolds ⋮ A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices ⋮ Construction of nested space-filling designs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the rate of convergence in the multivariate CLT
• A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments
• Orthogonal arrays. Theory and applications
• The rate of convergence for multivariate sampling statistics
• Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays
• Scrambled net variance for integrals of smooth functions
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• A combinatorial central limit theorem for randomized orthogonal array sampling designs
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Orthogonal Array-Based Latin Hypercubes
• Monte Carlo Variance of Scrambled Net Quadrature

This page was built for publication: A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments