A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS
文献类型：期刊论文
| 作者 | Ba, Shan1; Myers, William R.1; Wang, Dianpeng2 |
| 刊名 | STATISTICA SINICA
 |
| 出版日期 | 2018-04-01 |
| 卷号 | 28期号:2页码:879-897 |
| 关键词 | Effect sparsity foldover design sample size determination sliced Latin hypercube design space-filling criterion |
| ISSN号 | 1017-0405 |
| DOI | 10.5705/ss.202016.0165 |
| 英文摘要 | Many computer experiments involve a large number of input factors, but many of them are inert and only a subset are important. This paper develops a new sequential design framework that can accommodate multiple responses and quickly screen out inert factors so that the final design is space-filling with respect to the active factors. By folding over Latin hypercube designs with sliced structure, this sequential design can have flexible sample size in each stage and also ensure that each stage, as well as the whole combined design, are all approximately Latin hypercube designs. The sequential framework does not require prescribing the total sample size and, under the presence of inert factors, can lead to substantial savings in simulation resources. Even if all factors are important, the proposed sequential design can still achieve a similar overall space-filling property compared to a maximin Latin hypercube design optimized in a single stage. |
| 资助项目 | NSAF[U1430125] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000450211500016 |
| 出版者 | STATISTICA SINICA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/31727]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Ba, Shan |
| 作者单位 | 1.Procter & Gamble Co, Quantitat Sci, Mason, OH 45040 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Ba, Shan,Myers, William R.,Wang, Dianpeng. A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS[J]. STATISTICA SINICA,2018,28(2):879-897. |
| APA | Ba, Shan,Myers, William R.,&Wang, Dianpeng.(2018).A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS.STATISTICA SINICA,28(2),879-897. |
| MLA | Ba, Shan,et al."A SEQUENTIAL MAXIMUM PROJECTION DESIGN FRAMEWORK FOR COMPUTER EXPERIMENTS WITH INERT FACTORS".STATISTICA SINICA 28.2(2018):879-897. |
入库方式： OAI收割
来源：数学与系统科学研究院
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