Minimum projection uniformity for computer experiment with quantitative factors

作者：Gou, Tingxun^*; Qin, Hong; Chatterjee, Kashinath

来源：Journal of the Korean Statistical Society, 2018, 47(2): 216-225.

DOI：10.1016/j.jkss.2018.01.002

• Wrap-around L-2-discrepancy
• Computer experiment
• Lower bound
• Uniformity pattern

Computer experiments involving quantitative factors at high levels are becoming more and more important in the study of complex experiments arising in the area of science and engineering. Uniform designs are found to be widely applicable in computer experiments in the form of space-filling designs. In this paper, the projection uniformity for quantitative designs is studied under wrap-around L-2-discrepancy. A lower bound of uniformity pattern for general asymmetric designs is provided, which can be used to serve as a benchmark for both comparing different designs and also to determine the optimal design. As a byproduct, a lower bound of wrap-around L-2-discrepancy measure for the asymmetric design is also obtained. Some illustrative examples and numerical comparisons are also provided for supporting our theoretical results.

• 出版日期2018-6
• 单位华中师范大学