Nested Lattice Sampling: A New Sampling Scheme Derived by Randomizing Nested Orthogonal Arrays

作者：Qian Peter Z G^*; Ai Mingyao

来源：Journal of the American Statistical Association, 2010, 105(491): 1147-1155.

DOI：10.1198/jasa.2010.tm09365

• Design of experiments
• Galois field
• Latin hypercube sample
• Orthogonal array
• Orthogonal array based Latin hypercube
• Randomized orthogonal array
• Sequential design
• Space-filling design

A nested orthogonal array is an orthogonal array that contains a smaller orthogonal array as a subarray. We construct a new sampling scheme, called nested lattice sampling, by randomizing nested orthogonal arrays with nested permutations. For a pair of nested lattice samples associated with a nested orthogonal array of strength t, the points in both samples achieve uniformity in t or lower dimensions. Some statistical properties of nested lattice samples based on strength two nested orthogonal arrays are derived. The proposed sampling scheme is useful for running multi fidelity computer experiments, sequential evaluation of computer models, and calibration and validation of computer models. This article has supplementary material online.

• 出版日期2010-9
• 单位北京大学