On the construction of nested space-filling designs
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Publication:464188
DOI10.1214/14-AOS1229zbMATH Open1297.62178arXiv1406.0920OpenAlexW3100447584MaRDI QIDQ464188FDOQ464188
Authors: Min-Qian Liu, Peter Z. G. Qian, Fasheng Sun 
Publication date: 17 October 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Nested space-filling designs are nested designs with attractive low-dimensional stratification. Such designs are gaining popularity in statistics, applied mathematics and engineering. Their applications include multi-fidelity computer models, stochastic optimization problems, multi-level fitting of nonparametric functions, and linking parameters. We propose methods for constructing several new classes of nested space-filling designs. These methods are based on a new group projection and other algebraic techniques. The constructed designs can accommodate a nested structure with an arbitrary number of layers and are more flexible in run size than the existing families of nested space-filling designs. As a byproduct, the proposed methods can also be used to obtain sliced space-filling designs that are appealing for conducting computer experiments with both qualitative and quantitative factors.
Full work available at URL: https://arxiv.org/abs/1406.0920
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computer experimentdifference matrixorthogonal arrayGalois fieldOA-based Latin hypercubeRao-Hamming constructionsliced space-filling design
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- Construction of space-filling orthogonal designs
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