A central limit theorem for general orthogonal array based space-filling designs

DOI10.1214/14-AOS1231zbMATH Open1314.60074arXiv1409.6495MaRDI QIDQ480960FDOQ480960

Peter Z. G. Qian, Xu He

Publication date: 12 December 2014

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

Abstract: Orthogonal array based space-filling designs (Owen [Statist. Sinica 2 (1992a) 439-452]; Tang [J. Amer. Statist. Assoc. 88 (1993) 1392-1397]) have become popular in computer experiments, numerical integration, stochastic optimization and uncertainty quantification. As improvements of ordinary Latin hypercube designs, these designs achieve stratification in multi-dimensions. If the underlying orthogonal array has strength $t$, such designs achieve uniformity up to $t$ dimensions. Existing central limit theorems are limited to these designs with only two-dimensional stratification based on strength two orthogonal arrays. We develop a new central limit theorem for these designs that possess stratification in arbitrary multi-dimensions associated with orthogonal arrays of general strength. This result is useful for building confidence statements for such designs in various statistical applications.

Full work available at URL: https://arxiv.org/abs/1409.6495

zbMATH Keywords

central limit theoremdesign of experimentsuncertainty quantificationorthogonal arraysmethod of moment

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Design of statistical experiments (62K99) Orthogonal arrays, Latin squares, Room squares (05B15)

Cited In (8)

• Representative points for distribution recovering
• A study of orthogonal array-based designs under a broad class of space-filling criteria
• Space-filling designs on Riemannian manifolds
• Central limit theorems for four new types of U-designs
• A new and flexible design construction for orthogonal arrays for modern applications
• A central limit theorem for nested or sliced Latin hypercube designs
• A Uniform Bound on a Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs
• Asymptotic distributions of a new type of design-based incomplete U-statistics

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