数学物理学报(英文版) ›› 2021, Vol. 41 ›› Issue (4): 1023-1033.doi: 10.1007/s10473-021-0401-0

• 论文 •    下一篇

CONSTRUCTION OF IMPROVED BRANCHING LATIN HYPERCUBE DESIGNS

陈浩1, 杨金语2, 刘民千2   

  1. 1. School of Statistics, Tianjin University of Finance and Economics, Tianjin 300222, China;
    2. School of Statistics and Data Science, LPMC & KLMDASR, Nankai University, Tianjin 300071, China
  • 收稿日期:2019-05-24 修回日期:2020-05-19 出版日期:2021-08-25 发布日期:2021-09-01
  • 通讯作者: Min-Qian LIU E-mail:mqliu@nankai.edu.cn
  • 作者简介:Hao CHEN,E-mail:chlh1985@126.com;Jinyu YANG,E-mail:jyyang@nankai.edu.cn;Min-Qian LIU,E-mail:mqliu@nankai.edu.cn
  • 基金资助:
    This work was supported by the National Natural Science Foundation of China (11601367, 11771219 and 11771220), National Ten Thousand Talents Program, Tianjin Development Program for Innovation and Entrepreneurship, and Tianjin "131" Talents Program. The first two authors contributed equally to this work.

CONSTRUCTION OF IMPROVED BRANCHING LATIN HYPERCUBE DESIGNS

Hao CHEN1, Jinyu YANG2, Min-Qian LIU2   

  1. 1. School of Statistics, Tianjin University of Finance and Economics, Tianjin 300222, China;
    2. School of Statistics and Data Science, LPMC & KLMDASR, Nankai University, Tianjin 300071, China
  • Received:2019-05-24 Revised:2020-05-19 Online:2021-08-25 Published:2021-09-01
  • Contact: Min-Qian LIU E-mail:mqliu@nankai.edu.cn
  • Supported by:
    This work was supported by the National Natural Science Foundation of China (11601367, 11771219 and 11771220), National Ten Thousand Talents Program, Tianjin Development Program for Innovation and Entrepreneurship, and Tianjin "131" Talents Program. The first two authors contributed equally to this work.

摘要: In this paper, we propose a new method, called the level-collapsing method, to construct branching Latin hypercube designs (BLHDs). The obtained design has a sliced structure in the third part, that is, the part for the shared factors, which is desirable for the qualitative branching factors. The construction method is easy to implement, and (near) orthogonality can be achieved in the obtained BLHDs. A simulation example is provided to illustrate the effectiveness of the new designs.

关键词: Branching and nested factors, computer experiment, Gaussian process model, orthogonality

Abstract: In this paper, we propose a new method, called the level-collapsing method, to construct branching Latin hypercube designs (BLHDs). The obtained design has a sliced structure in the third part, that is, the part for the shared factors, which is desirable for the qualitative branching factors. The construction method is easy to implement, and (near) orthogonality can be achieved in the obtained BLHDs. A simulation example is provided to illustrate the effectiveness of the new designs.

Key words: Branching and nested factors, computer experiment, Gaussian process model, orthogonality

中图分类号: 

  • 62K15