Asymmetric Nested Lattice Samples

作者：Qian Peter Z G^*; Ai Mingyao; Hwang Youngdeok; Su Heng

来源：Technometrics, 2014, 56(1): 46-54.

DOI：10.1080/00401706.2013.800002

• Asymmetric orthogonal array
• Computer experiment
• Design of experiments
• Orthogonal array-based Latin hypercube
• Randomized orthogonal array
• Sequential design
• Space-filling design

We propose an approach for constructing a new class of space-filling designs, called asymmetric nested lattice samples. As a stepping stone to the proposed approach, we introduce two methods for generating asymmetric nested orthogonal arrays. We then present an elaborate randomization method to shuffle the levels of an asymmetric nested orthogonal array to produce a pair of asymmetric nested lattice samples. The constructed designs have a desirable nested structure, possess attractive space-filling properties, and allow different axes to be divided at different scales of fineness. For multifidelity computer experiments, sequential evaluations, and multistep functional fitting and linking parameters, the asymmetric feature is appealing for situations where some factors are believed to be more important or deserve more attention than others. The proposed designs are also useful in problems where different factors, by nature, require dividing their axes at different levels of fineness.

• 出版日期2014-2
• 单位IBM; 北京大学