A note on construction of nearly uniform designs with large number of runs

✍ Scribed by Kai-Tai Fang; Hong Qin

• Book ID: 104302028
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 134 KB
• Volume: 61
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00357-7

✦ Synopsis

Uniform designs have been used in computer experiments (Fang et al., Technometrics 42 (2000) 237). A uniform design seeks its design points to be uniformly scattered on the experimental domain. When the number of runs is large, to search a related uniform design is a NP hard problem. Therefore, the number of runs of most existing uniform designs is small (6 50). In this article, we propose a way to construct nearly uniform designs with large number of runs by collapsing two uniform designs in the sense of low-discrepancy. The number of runs of the novel design is the product of the two numbers of runs of both original designs. Two measures of uniformity, the centered L 2 -discrepancy (CD) and wrap-around L 2 -discrepancy (WD) are employed. Analytic formulas of CD-and WD-values between the novel design and both original designs are obtained.