Sliced Latin hypercube designs with both branching and nested factors

Publication date: Available online 16 November 2018Source: Statistics & Probability LettersAuthor(s): Hao Chen, Jinyu Yang, Dennis K.J. Lin, Min-Qian LiuAbstractOne special kind of sliced Latin hypercube designs (SLHDs) for computer experiments with branching and nested factors is proposed here, where not only the whole design is an SLHD, but all its slices are also SLHDs. In addition, the SLHD in the first layer has a flexible number of slices, and the slice numbers of the SLHDs in the second layer can be flexible (either the same or different). The construction method is easy to implement, and the resulting designs are orthogonal under some mild conditions. Based on the centered L2-discrepancy, uniform SLHDs with branching and nested factors are further constructed.

Source: Statistics and Probability Letters - November 17, 2018 Category: Statistics Source Type: research