Orthogonal designs for computer experiments

被引:21
|
作者
Georgiou, S. D. [1 ]
机构
[1] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece
关键词
Computer experiment; Autocorrelation function; Integer sequences; Orthogonal designs; Construction; LATIN HYPERCUBE DESIGNS; CONSTRUCTION;
D O I
10.1016/j.jspi.2010.11.014
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Computer experiments are becoming increasingly popular surrogates for physical experiments in recent years. In this paper, we propose a general procedure for constructing orthogonal designs with many levels and distinct runs. These designs are suitable for computer experiments. The basic idea of the method is to fold-over suitable orthogonal matrices. The properties of the derived designs are studied and a brief comparison with the designs in the literature is given. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:1519 / 1525
页数:7
相关论文
共 50 条
  • [21] Flexible sliced designs for computer experiments
    Xiangshun Kong
    Mingyao Ai
    Kwok Leung Tsui
    Annals of the Institute of Statistical Mathematics, 2018, 70 : 631 - 646
  • [22] Batch sequential designs for computer experiments
    Loeppky, Jason L.
    Moore, Leslie M.
    Williams, Brian J.
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2010, 140 (06) : 1452 - 1464
  • [23] Constrained maximin designs for computer experiments
    Stinstra, E
    Den Hertog, D
    Stehouwer, P
    Vestjens, A
    TECHNOMETRICS, 2003, 45 (04) : 340 - 346
  • [24] EXPERIMENTAL DESIGNS FOR COMPUTER SIMULATION EXPERIMENTS
    HUNTER, JS
    NAYLOR, TH
    MANAGEMENT SCIENCE SERIES A-THEORY, 1970, 16 (07): : 422 - 434
  • [25] A discussion on adaptive designs for computer experiments
    Youssef, Noha
    Wynn, Henry
    SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2019, 38 (03): : 400 - 410
  • [26] EXPERIMENTAL DESIGNS FOR COMPUTER SIMULATION EXPERIMENTS
    IGNALL, EJ
    MANAGEMENT SCIENCE SERIES A-THEORY, 1972, 18 (07): : 384 - 388
  • [27] Flexible sliced designs for computer experiments
    Kong, Xiangshun
    Ai, Mingyao
    Tsui, Kwok Leung
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2018, 70 (03) : 631 - 646
  • [28] COMPARING DESIGNS FOR COMPUTER SIMULATION EXPERIMENTS
    Johnson, Rachel Terese
    Montgomery, Douglas C.
    Jones, Bradley
    Fowler, John W.
    2008 WINTER SIMULATION CONFERENCE, VOLS 1-5, 2008, : 463 - +
  • [29] Universally optimal designs for computer experiments
    Xu, HQ
    STATISTICA SINICA, 1999, 9 (04) : 1083 - 1088
  • [30] Causal Inference of Social Experiments Using Orthogonal Designs
    Heckman, James J.
    Pinto, Rodrigo
    JOURNAL OF QUANTITATIVE ECONOMICS, 2022, 20 (SUPPL 1) : 7 - 30