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Construction of sliced (nearly) orthogonal Latin hypercube designs

机译:切片(几乎)正交的拉丁超立方体设计的构造

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摘要

Sliced Latin hypercube designs are very useful for running a computer model in batches, ensembles of multiple computer models, computer experiments with qualitative and quantitative factors, cross-validation and data pooling. However, the presence of highly correlated columns makes the data analysis intractable. In this paper, a construction method for sliced (nearly) orthogonal Latin hypercube designs is developed. The resulting designs have flexible sizes and most are new. With the orthogonality or near orthogonality being guaranteed, the space-filling property of the resulting designs is also improved. Examples are provided for illustrating the proposed method.
机译:切片的拉丁超立方体设计对于批量运行计算机模型,多个计算机模型的集合,具有定性和定量因素的计算机实验,交叉验证和数据合并非常有用。但是,高度相关的列的存在使数据分析变得棘手。本文提出了一种用于切片(几乎)正交的拉丁超立方体设计的构造方法。最终的设计具有灵活的尺寸,并且大多数都是新的。在保证正交性或接近正交性的情况下,也改善了所得设计的空间填充特性。提供示例以说明所提出的方法。

著录项

  • 来源
    《Journal of complexity》 |2014年第3期|355-365|共11页
  • 作者单位

    Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China;

    Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China;

    Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China;

  • 收录信息
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    Computer experiment; Correlation; Kronecker sum; Space-filling design;

    机译:计算机实验;相关性克罗内克总和;空间填充设计;

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