Journal of Statistical Planning and Inference
|
|
- Oscar Knight
- 6 years ago
- Views:
Transcription
1 Journal of Statistical Planning and Inference 49 (24) 62 7 ontents lists available at ScienceDirect Journal of Statistical Planning and Inference journal homepage: Sliced Latin hypercube designs via orthogonal arrays Yuhui Yin a, Dennis K.J. Lin b, Min-Qian Liu a,n a LPM and Institute of Statistics, Nankai University, Tianjin 37, hina b Department of Statistics, The Pennsylvania State University, University Park, PA 682, USA article info Article history: Received 8 December 23 Received in revised form 2 February 24 Accepted 7 February 24 Available online 25 February 24 Keywords: omputer experiment Latin hypercube design Orthogonal array Space-filling design abstract omputer experiments are becoming increasingly popular in studying complex real world systems. A special class of sliced Latin hypercube design is proposed in this paper. Such designs are particularly suitable for computer experiments with both qualitative and quantitative factors, multi-fidelity computer experiments, cross-validation and data pooling. The resulting sliced Latin hypercube designs possess a desirable sliced structure and have an attractive low-dimensional uniformity. Meanwhile within each slice, it is also a Latin hypercube design with the same low-dimensional uniformity. The new sliced Latin hypercube designs can be constructed via both symmetric and asymmetric orthogonal arrays. The same desirable properties are possessed, although the uniformity may be differed. The construction methods are easy to implement, and unlike the existing methods, the resulting designs are very flexible in run sizes and numbers of factors. A detailed comparison with existing designs is made. & 24 Elsevier.V. All rights reserved.. Introduction omputer experiments are probably the most effective approach to probe the complex real world systems. This is especially true when the corresponding physical experiments are costly. One particularly important problem is the study of multi-fidelity computer experiments. A multi-fidelity computer experiment is a large, expensive computer experiment which can be executed at various degrees of fidelity. The main desirable property of a multi-fidelity computer experiment lies on whether it can effectively increase the accuracy of predictors with limited cost (Kennedy and O'Hagan, 2; Qian et al., 26; Qian and Wu, 28). Another problem is the study of computer experiments with both qualitative and quantitative factors. For example, Schmidt et al. (25) demonstrated a data center computer experiment which involves qualitative factors (such as diffuser location and hot-air return-vent location) and quantitative factors (such as rack power and diffuser flow rate). These computer experiments call for new experimental designs, which should possess a lowdimensional uniformity not only as a whole design but also within each slice. There are many recent works in multi-fidelity computer experiments. Qian et al. (29b) constructed nested space-filling designs for computer experiments with two levels of accuracy by making use of Galois fields and orthogonal arrays. Qian et al. (29a) and Sun et al. (23) constructed nested space-filling designs from nested orthogonal arrays and nested difference matrices. Qian (29) proposed a novel approach to constructing nested Latin hypercube designs by defining a nested permutation. The method works for any number of factors, but the resulting designs do not guarantee (two or higher-dimensional) uniformity. Qian and Ai (2) constructed a nested lattice sampling scheme by randomizing nested n orresponding author. address: mqliu@nankai.edu.cn (M.-Q. Liu) & 24 Elsevier.V. All rights reserved.
2 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) orthogonal arrays with nested permutations. Haaland and Qian (2) proposed an approach to constructing nested spacefilling designs based on existing (t, s)-sequences for multi-fidelity computer experiments. He and Qian (2) proposed two methods for constructing nested Latin hypercube designs. Li and Qian (23) proposed several methods for constructing nested (nearly) orthogonal designs with two layers by exploiting nesting in various discrete structures such as fractional factorial designs, Hadamard matrices, permutation matrices and rotation matrices. Yang et al. (24) presented some methods for constructing nested orthogonal Latin hypercube designs using a special type of orthogonal design proposed by Yang and Liu (22). There are also recent work in computer experiments with both qualitative and quantitative factors. Qian and Wu (29) proposed a sliced space-filling design a Latin hypercube design for the quantitative factors, and then partition the design into groups corresponding to different level combinations of the qualitative factors. Qian (22) proposed a Latin hypercube design that can be partitioned into slices each of which constitutes a smaller Latin hypercube design. Xu et al. (2) constructed sliced space-filling designs based on Sudoku structure. Yang et al. (23) defined a novel type of design a sliced orthogonal Latin hypercube design, and proposed several construction methods. Recently, Huang et al. (in press) proposed a method to construct sliced orthogonal and nearly orthogonal Latin hypercube designs. In this paper, a special class of sliced Latin hypercube designs is constructed. Such designs are suitable for computer experiments with both qualitative and quantitative factors, multi-fidelity computer experiments, cross-validation and data pooling. The resulting sliced Latin hypercube designs along with their slices all inherit the r-dimensional uniformity of the orthogonal arrays with strength r. Moreover, they have more flexible run sizes and the numbers of factors. The paper is organized as follows. In Section 2, a new class of sliced Latin hypercube designs is constructed based on symmetric orthogonal arrays. In Section 3, another class of sliced Latin hypercube designs is constructed based on asymmetric orthogonal arrays. Some comparisons and concluding remarks are given in Section 4. All the proofs are provided in the Appendix. 2. Sliced Latin hypercube designs via symmetric orthogonal arrays efore proposing the method for constructing sliced Latin hypercube designs using symmetric orthogonal arrays, let us first present some necessary definitions and notations. Let A ¼ða ij Þ be an n d matrix with each column consisting of a permutation of f; ; ng, and u ij 's are independent U½; Þ random variables, for i ¼ ; ; n and j¼,,d. Then an n d Latin hypercube design D ¼ðd ij Þ is defined through d ij ¼ ða ij u ij Þ=n. A Latin hypercube design D ¼ðD ; ; D k Þ is called a sliced Latin hypercube design with k slices D ; ; D k, if each slice is also a Latin hypercube design. While for v Latin hypercube designs D ; ; D v, if all the rows of D i are taken from D i, i.e., D i is nested within D i, for i ¼ 2; ; v, then ðd ; ; D v Þ is called a nested Latin hypercube design with v layers. For a sliced Latin hypercube design D ¼ðD ; ; D k Þ, it is obvious that D i is nested within D for any i, so a sliced Latin hypercube design is also a nested design with at least two layers. Thus, designs with a sliced structure are also suitable for computer experiments with multiple levels of accuracy. An asymmetric orthogonal array OAðn; s d sdm m ; rþ is a matrix of size n d, in which the first d columns have symbols from f; ; s g, the next d 2 columns have symbols from f; ; s 2 g, and so on, with the property that in any n r submatrix every possible r-tuple occurs an equal number of times as a row, where d ¼ d þ þd m is the total number of factors and r is called the strength of this array. When all s l 's are equal to s, the above asymmetric orthogonal array becomes a symmetric one, denoted by OAðn; s d ; rþ, where each n r submatrix contains all possible r row vectors with the same frequency, say λ, which is called the index of the array. learly in this case, n ¼ λs r. For a matrix A ¼ða ij Þ and a number z, A z denotes their Kronecker sum, i.e., A z ¼ða ij þzþ. Let N¼kn with n and k being positive integers, and Z N be the set f; ; Ng. A sliced permutation matrix SPM(n,k) onz N is defined to be an n k matrix with each element of Z N appearing precisely once and each column of SPMðn; kþ=k forming a permutation on Z n (cf. Qian, 22). For the construction of sliced Latin hypercube designs using orthogonal arrays, further assume n¼ts with s and t being positive integers, and define an s-level sliced permutation matrix Mðn; k; sþ on Z N to be a sliced permutation matrix SPM(n,k) formed by a row permutation of stkmatrices G ; ; G s (i.e., permuting the order of these s matrices and combining them together row by row), where G i ð iþtk is a sliced permutation matrix SPM(t,k) defined on Z tk, i¼,,s. AnMðn; k; sþ can be generated by the following algorithm. Algorithm A. onstruction of an Mðn; k; sþ matrix. Step : Divide the elements of Z N into n groups, g ; ; g n, where g l ¼faAZ N j a=k ¼ lg; l ¼ ; ; n: Note: for a real number z, z denotes the smallest integer greater than or equal to z, and zc denotes the largest integer less than or equal to z. Step 2: For i ¼ ; ; t, fill up the ith row of a t k empty matrix G u with a uniform permutation on g i þ tðu Þ. A total of s matrices G u for u ¼ ; ; s will be resulted. Step 3: For j ¼ ; ; k, randomly shuffle the entries in the jth column of G u, u ¼ ; ; s.
3 64 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) 62 7 Step 4: Randomly row juxtapose G ; ; G s, a matrix G ¼ðG i ; ; G is Þ is obtained, where G i ; ; G is is a random permutation of G ; ; G s. all G iu the uth submatrix of G. Example. Let n¼9, k¼3, s¼3 and N¼27, an Mð9; 3; 3Þ can be constructed as follows. First, divide Z 27 into 9 groups: g ¼f; 2; 3g; g 2 ¼f4; 5; 6g; g 3 ¼f7; 8; 9g; g 4 ¼f; ; 2g; g 5 ¼f3; 4; 5g; g 6 ¼f6; 7; 8g; g 7 ¼f9; 2; 2g; g 8 ¼f22; 23; 24g, and g 9 ¼f25; 26; 27g. From Step 2, three matrices G ; G 2 and G 3 may be obtained as G 4 6 5A; G A; G A: y independently randomly shuffling the entries in each column of G u (as in Step 3), u ¼ ; ; 3, we have three new G ; G 2 ; G 3 as G 2 3 7A; G 2 7 A; G A: Finally, following Step 4, an Mð9; 3; 3Þ is obtained as G ¼ðG i ; G i2 ; G i3 Þ ¼ðG 3 ; G 2 ; G Þ ¼ : Remark. In short, the key points in the construction of the permutation matrix Mðn; k; sþ are that (i) the matrix Mðn; k; sþ should consist of all the elements of Z N with N¼kn and each element appears once and only once; (ii) each submatrix of Mðn; k; sþ should consist of tk successive elements of Z N with t¼n/s, which correspond to a sliced permutation matrix SPM (t,k) onz tk (up to a Kronecker sum); and (iii) the randomization in Algorithm A along with that in Algorithms and guarantees the statistical properties of the constructed designs in the following (cf. Lemma, Theorems and 2). ased on the permutation matrix Mðn; k; sþ obtainable via Algorithm A, the following algorithm is proposed to construct sliced Latin hypercube designs from symmetric orthogonal arrays. Algorithm. onstruction of sliced Latin hypercube designs via symmetric OA. Step : Give an OAðn; s d ; rþ, denoted by OA, randomize its rows, columns and symbols to generate a randomized orthogonal array. Independently repeat the above randomization k times, a total of k randomized orthogonal arrays, denoted by OA ; ; OA k, can be obtained. Step 2: Independently generate Mðn; k; sþ (using Algorithm A) d times, denote the outputs as M ; ; M d. Step 3: For l¼,,k and j¼,,d, replace the α's in the jth column of OA l by a random permutation of the elements in the lth column of the ðαþþth submatrix of M j, α ¼ ; ; s, k new designs, denoted by A ; ; A k, can be obtained. Step 4: ased on each A l ¼ða ij Þ, l¼,,k, ann d design D l ¼ðd ij Þ is generated by Step 5: d ij ¼ a ij u ij ; i ¼ ; ; n; j ¼ ; ; d; N where the u ij 's are independent U½; Þ random variables. Let D ¼ðD ; ; D k Þ, which is the row juxtaposition of D l 's. Remark 2. In Algorithm, the elements in the ðαþþth submatrix of M j are used to replace the α's in all the jth columns of the k randomize orthogonal arrays, and the elements in M j finally fill up the jth column of the resulting design D. As pointed out in Remark, the randomization here can ensure that the resulting designs have good statistical properties. Lemma and Theorem below show the theoretical properties of the design D constructed in Algorithm. Lemma. Each D l constructed by Algorithm is statistically equivalent to an n d OA-based Latin hypercube design, for l ¼ ; ; k. Theorem. For the design D ¼ðD ; ; D k Þ constructed by Algorithm, we have (i) D is a Latin hypercube design with k slices D l for l¼,,k. (ii) D and D l 's achieve the same uniformity on s s grids, for l¼,,k. fflfflfflfflfflffl{zfflfflfflfflfflffl} r (iii) For any l ¼ ; ; k, ðd l ; DÞ is a nested Latin hypercube design with two layers.
4 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) An illustrative example is given below. Example 2. Give an OAð9; 3 4 ; 2Þ, denoted by OA, where OA ¼ A We now construct a 27-run sliced Latin hypercube design with 3 slices, i.e., k¼3 and N¼27. Step : Step 2: Step 3: Step 4: We randomize the rows, columns and symbols of OA, and may get three randomized orthogonal arrays as OA ¼ ; 2 2 2A 2 ¼ A OA 3 ¼ A We generate four Mð9; 3; 3Þ's as M ¼ ; M 2 ¼ ; M 3 ¼ ; M 4 ¼ : A Three matrices are obtained below: A ¼ ; A 2 ¼ ; A 3 ¼ : A ased on A ; A 2 and A 3, we may get D ; D 2 and D 3 as :24 :656 :868 :6742 :54 :379 :3959 :4 :9284 :778 :345 :254 :659 :9427 :42 :2984 :4559 :736 D ¼ :7273 :368 :4525 :882 :4423 :299 :9266 :6577 :279 A :47 :98 :259 :647 :3856 :5528 :722 :8589 :989 :8649 :496 :233 :97 :648 :3593 :477 :7335 :846 :987 :694 :4356 :5769 :845 :2223 :4929 :86 :33 D 2 ¼ :3362 :686 :26 :896 :2285 :8726 :53 :65 :5653 A :762 :623 :79 :8933 :748 :296 :554 :3652 :838
5 66 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) X..8.4 X X X Fig.. ivariate projections among columns of D. :447 :532 :2737 :872 :598 :9743 :756 :247 :4 :8558 :376 :2597 :54 :57 :994 :6436 :5252 :7556 D 3 ¼ :5273 :33 :834 :3828 :8222 :847 :9633 :6275 :767 A :682 :83 :854 :3 :589 :478 :9573 :465 :33 Step 5: A sliced Latin hypercube design with three slices can be obtained by D ¼ðD ; D 2 ; D 3 Þ. The bivariate projections of D are shown in Fig., where the markers, and denote the points from the slices D, D 2 and D 3, respectively. The symbol X denotes the st column of D i, X2 denotes the 2nd column of D i, and so on. From this figure, it can be seen that the points in the bivariate projections of each D i achieve uniformity on 3 3 grids and the points in the bivariate projections of D also achieve the similar uniformity. Remark 3. In Example 2, the parent orthogonal array has index λ¼, so the slice D l can have maximum uniformity on 3 3 grids for l ¼, 2, 3. This implies that one and only one point lies in each grid. Thus the number of factors is limited. In fact, a variety of sliced Latin hypercube designs with more flexible run sizes and factor numbers can be obtained by taking the advantage of orthogonal arrays. For example, an OAð8; 3 7 ; 2Þ can be used to generate sliced Latin hypercube designs with different run sizes and numbers of factors. 3. Sliced Latin hypercube designs via asymmetric orthogonal arrays In this section, sliced Latin hypercube designs are constructed via asymmetric orthogonal arrays. Such designs have a sliced structure and attractive low-dimensional uniformity. Different from those sliced designs based on symmetric orthogonal arrays, such Latin hypercube designs can have different degrees of uniformity for different combinations of factors.
6 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) Algorithm. onstruction of sliced Latin hypercube designs via asymmetric OA. Step : Give an OAðn; s d sdm m ; rþ, denoted by OA, randomize its rows, then randomize its columns in each group (columns which have the same number of levels), and its symbols in each column to generate a randomized orthogonal array. Obtain k such arrays, OA ; ; OA k, by independently repeating the above randomization k times. Step 2: Independently generate Mðn; k; s i Þ d i times, denote the outputs as M s i ; ; Ms i d i, i ¼ ; ; m. Step 3: For l¼,,k, i ¼ ; ; m and j ¼ ; ; d i, replace the α's in the jth s i -level column of OA l by a random permutation of the elements in the lth column of the ðαþþth submatrix of M s i j, α ¼ ; ; s i, call these k designs as A ; ; A k. Step 4: Same as Step 4 of Algorithm to generate design D l, for l ¼ ; ; k. Step 5: Obtain design D ¼ðD ; ; D k Þ, which is a row juxtaposition of D l 's. Theorem 2. For the design D ¼ðD ; ; D k Þ constructed by Algorithm, we have (i) D is a Latin hypercube design with k slices D l for l¼,,k. (ii) D and D l 's achieve r-dimensional uniformity; namely, if they are projected onto r columns corresponding to factors with s i ; ; s ir levels in the parent orthogonal array, then they achieve uniformity on s i s ir grids. (iii) For any l ¼ ; ; k, ðd l ; DÞ is a nested Latin hypercube design with two layers. Example 3. Give an OAð6; ; 2Þ, denoted by OA, where OA ¼ : A Let k¼2 and N¼32. A sliced Latin hypercube design can be constructed as follows: Step : Generate two randomized orthogonal arrays OA and OA 2 as OA ¼ ; A OA 2 ¼ : A
7 68 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) 62 7 Step 2: Generate six Mð6; 2; 2Þ's and three Mð6; 2; 4Þ's M 2 M 2 2 M 3 3 M 2 4 M 2 5 M 2 6 ¼ ; M 4 M 4 2 M 4 3 ¼ : A Step 3: Designs A and A 2 can be obtained as A ¼ ; A A 2 ¼ : A Steps 4 and 5 of Algorithm, a sliced Latin hypercube design with two slices, denoted by D ¼ðD ; D 2 Þ, can then be obtained. The bivariate projections of D are shown in Fig. 2. Only those among the st, 2nd, 8th and 9th columns are presented, where the symbols X, X2, X8 and X9 correspond to these four columns. From this figure, we can see that different combinations of factors have different degrees of uniformity. For example, X and X2 have uniformity on 2 2 grids, X8 and X9 achieve uniformity on 4 4 grids, and X2 and X8 achieve uniformity on 2 4 grids. Remark 4. The uniformity of D l and D is inherited from their parent asymmetric orthogonal arrays, so when a suitable parent asymmetric orthogonal array is chosen, the resulting sliced Latin hypercube designs will have favorable uniformity property. In this example, since the first four columns of the OAð6; ; 2Þ constitute a symmetric OAð6; 2 4 ; 4Þ, the D l 's and D will carry the nice uniformity property till 4-dimension when projected onto the first four columns of the original OAð6; ; 2Þ. ompared with Algorithm, Algorithm extends the construction method from symmetric orthogonal arrays to asymmetric orthogonal arrays. Such an extension may improve the low-dimensional uniformity of D l and D, depending on the combinations of factors as in the above-mentioned OAð6; ; 2Þ, and can result in sliced Latin hypercube designs with more flexible run sizes and numbers of factors.
8 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) X.8.4 X2.8.4 X X Fig. 2. ivariate projections among columns of D. Table omparisons of the proposed designs with the sliced designs due to Qian and Wu (29) and Qian (22). a onstruction method Run size D D l Maximum number of factors Number of slices Maximum dimension of uniformity onstraints Qian and Wu (29) ðp u Þ t ðp u2 Þ t p u 2 þ ðp u Þ t t for D, ðt Þ for D l u 2 ju, p u2 Zt Z ðp u2 Þ t ðp u Þ t ðp u 2 Þ t p u2 þ ðp u Þ t t for D, ðt Þ for D l tðu 2 Þru, p u2 Zt Z ðp u2 Þ t ðp u Þ k ðp u2 Þ k ðp u2 Þ k p u2 ðp u Þ k 2 2u 2 ru ðp u2 Þ k 2 u 2 ju ðp u Þ 2 ðp u2 Þ 2 p u2 ðp u Þ 2 ðp u2 Þ 2 Qian (22) N n m b N¼nb The proposed methods N n f k r N¼nk, the parent orthogonal array with n runs, f factors and strength r a p is a prime, u 4u 2 Z, bz2, kz2, t and m are positive integers. 4. omparisons and concluding remarks Algorithm (in Section 2) provides a method for construction of sliced Latin hypercube designs using symmetric orthogonal arrays. The resulting sliced Latin hypercube designs and their slices inherit the r-dimensional uniformity of the used orthogonal array of strength r. Algorithm (in Section 3) provides another method for construction of sliced Latin hypercube designs using asymmetric orthogonal arrays. The resulting sliced Latin hypercube designs and their slices also
9 7 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) 62 7 achieve the r-dimensional uniformity of the parent orthogonal arrays with strength r. Most existing orthogonal arrays can be found from the websites maintained by Dr. N.J.A. Sloane ( and Dr. W.F. Kuhfeld ( Some comparisons of the proposed designs with existing sliced designs, mainly due to Qian and Wu (29), and Qian (22), are displayed in Table. In Table, we compare the newly constructed sliced Latin hypercube designs with the existing ones in five favorable properties: the run size, the maximum number of factors under a certain run size, the number of slices, the maximum dimension of uniformity and the constraints. It can be seen that the designs constructed by Qian and Wu (29) have limited run sizes N ¼ðp u Þ t it has to be a power of p u ; while the proposed sliced Latin hypercube design can be constructed for any N which is a multiple of the run size of an orthogonal array ðn ¼ nkþ. The newly constructed design has a much more flexible run size and number of factors. In computer experiments, it is desirable that the whole design and its slices have one or higher-dimensional uniformity. The newly constructed sliced Latin hypercube designs have a better uniformity than the designs constructed by Qian (22), which have only one-dimensional uniformity though have the advantage of accommodating any number of factors, m. Note that the newly constructed designs are also nested Latin hypercube designs. These designs are easy to construct, and are very appropriate for computer experiments, including collective evaluations of computer models, ensembles of multiple computer models, computer experiments with qualitative and quantitative variables, cross-validation and data pooling. Acknowledgments This work was supported by the National Natural Science Foundation of hina (Grant No. 2725), the Specialized Research Fund for the Doctoral Program of Higher Education of hina (Grant No. 2332), and the 3 Talents Program of Tianjin. The authors thank Dr. Zhiguang Qian and a referee for their valuable comments and suggestions. Appendix A. Proofs Proof of Lemma. Let d ij be the entry of D l, for i ¼ ; ; n and j ¼ ; ; d. From the construction of Mðn; k; sþ in Algorithm A, d ij can be expressed as d ij ¼ w ijk N e ij þu ij ¼ w ij N n e ij þu ij N ; where w j ; ; w nj constitute a uniform random permutation on Z n, each e ij is a discrete random variable with the probability mass function Prðe ij ¼ cþ¼=k, for c ¼ ; ; ; k, and the w ij, e ij and u ij are mutually independent. Since w j ; ; w nj is a uniform random permutation on Z n, to prove the one-dimensional uniformity of D l, it remains to verify that each ðe ij þu ij Þ=N is a U½; =nþ random variable. For xa½; =nþ, let Nxc¼c,wehave Pr e ij þu ij rx N " # ¼ k c c ¼ Prðcþu ij rnxþþprðc þu ij rnxþþ ¼ ½ k c þðnx c ÞþŠ ¼ nx; k c ¼ c þ Prðaþu ij rnxþ which indicates that ðe ij þu ij Þ=N U½; =nþ. Thus D l has one-dimensional uniformity. Furthermore, from Step 3 of Algorithm, the t α's in the jth column of the parent randomized orthogonal array OA l are replaced by a permutation of t successive items in the corresponding column of M j. So according to Tang (993), the design D l is statistically equivalent to an n d OA-based Latin hypercube design. Proof of Theorem. (i) Since the elements in each G l are successive items, and for each column of ðoa ; ; OA k Þ, all the tk α's are replaced by the elements of some submatrix G l, then according to Tang (993), D is an OA-based Latin hypercube design and achieves r-dimensional uniformity. From Lemma, D l is an OA-based Latin hypercube design, l ¼ ; ; k. Thus D is a sliced Latin hypercube design with k slices. (ii) From the construction, we know that each OA l achieves uniformity on s s grids, it is obvious that ðoa fflfflfflfflfflffl{zfflfflfflfflfflffl} ; ; OA k Þ r grids. also achieves uniformity on s s fflfflfflfflfflffl{zfflfflfflfflfflffl} r (iii) The conclusion is obvious. grids. So D and D l 's achieve uniformity on s s fflfflfflfflfflffl{zfflfflfflfflfflffl} r Proof of Theorem 2. The proof is similar to that of Theorem and is thus omitted.
10 Y. Yin et al. / Journal of Statistical Planning and Inference 49 (24) References Haaland,., Qian, P.Z.G., 2. An approach to constructing nested space-filling designs for multi-fidelity computer experiments. Statist. Sinica 2, He, X., Qian, P.Z.G., 2. Nested orthogonal array-based Latin hypercube designs. iometrika 98, Huang, H.Z., Yang, J.F., Liu, M.Q. onstruction of sliced (nearly) orthogonal Latin hypercube designs. J. omplex., in press. Kennedy, M.., O'Hagan, A., 2. Predicting the output from a complex computer code when fast approximations are available. iometrika 87, 3. Li, J., Qian, P.Z.G., 23. onstruction of nested (nearly) orthogonal designs for computer experiments. Statist. Sinica 23, Qian, P.Z.G., 29. Nested Latin hypercube designs. iometrika 96, Qian, P.Z.G., 22. Sliced Latin hypercube designs. J. Amer. Statist. Assoc. 7, Qian, P.Z.G., Ai, M.Y., 2. Nested Lattice sampling: a new sampling scheme derived by randomizing nested orthogonal arrays. J. Amer. Statist. Assoc. 5, Qian, P.Z.G., Ai, M.Y., Wu,.F.J., 29a. onstruction of nested space-filling designs. Ann. Statist. 37, Qian, P.Z.G., Tang,., Wu,.F.J., 29b. Nested space-filling designs for computer experiments with two levels of accuracy. Statist. Sinica 9, Qian, Z., Seepersad,., Joseph, R., Allen, J., Wu,.F.J., 26. uilding surrogate models based on detailed and approximate simulations. ASME Trans.: J. Mech. Des. 28, Qian, P.Z.G., Wu,.F.J., 28. ayesian hierarchical modeling for integrating low-accuracy and high-accuracy experiments. Technometrics 5, Qian, P.Z.G., Wu,.F.J., 29. Sliced space-filling designs. iometrika 96, Schmidt, R.R., ruz, E.E., Iyengar, M.K., 25. hallenges of data center thermal management. IM J. Res. Develop. 49, Sun, F.S., Yin, Y.H., Liu, M.Q., 23. onstruction of nested space-filling designs using difference matrices. J. Statist. Plann. Inference 43, Tang,., 993. Orthogonal array-based Latin hypercubes. J. Amer. Statist. Assoc. 88, Xu, X., Haaland,., Qian, P.Z.G., 2. Sudoku-based space-filling designs. iometrika 98, Yang, J.F., Lin,.D., Qian, P.Z.G., Lin, D.K.J., 23. onstruction of sliced orthogonal Latin hypercube designs. Statist. Sinica 23, 7 3. Yang, J.Y., Liu, M.Q., 22. onstruction of orthogonal and nearly orthogonal Latin hypercube designs from orthogonal designs. Statist. Sinica 22, Yang, J.Y., Liu, M.Q., Lin, D.K.J., 24. onstruction of nested orthogonal Latin hypercube designs. Statist. Sinica 24, 2 29.
CONSTRUCTION OF NESTED ORTHOGONAL LATIN HYPERCUBE DESIGNS
Statistica Sinica 24 (2014), 211-219 doi:http://dx.doi.org/10.5705/ss.2012.139 CONSTRUCTION OF NESTED ORTHOGONAL LATIN HYPERCUBE DESIGNS Jinyu Yang 1, Min-Qian Liu 1 and Dennis K. J. Lin 2 1 Nankai University
More informationA NEW CLASS OF NESTED (NEARLY) ORTHOGONAL LATIN HYPERCUBE DESIGNS
Statistica Sinica 26 (2016), 1249-1267 doi:http://dx.doi.org/10.5705/ss.2014.029 A NEW CLASS OF NESTED (NEARLY) ORTHOGONAL LATIN HYPERCUBE DESIGNS Xue Yang 1,2, Jian-Feng Yang 2, Dennis K. J. Lin 3 and
More informationCONSTRUCTION OF SLICED ORTHOGONAL LATIN HYPERCUBE DESIGNS
Statistica Sinica 23 (2013), 1117-1130 doi:http://dx.doi.org/10.5705/ss.2012.037 CONSTRUCTION OF SLICED ORTHOGONAL LATIN HYPERCUBE DESIGNS Jian-Feng Yang, C. Devon Lin, Peter Z. G. Qian and Dennis K. J.
More informationCONSTRUCTION OF SLICED SPACE-FILLING DESIGNS BASED ON BALANCED SLICED ORTHOGONAL ARRAYS
Statistica Sinica 24 (2014), 1685-1702 doi:http://dx.doi.org/10.5705/ss.2013.239 CONSTRUCTION OF SLICED SPACE-FILLING DESIGNS BASED ON BALANCED SLICED ORTHOGONAL ARRAYS Mingyao Ai 1, Bochuan Jiang 1,2
More informationNested Latin Hypercube Designs with Sliced Structures
Communications in Statistics - Theory and Methods ISSN: 0361-0926 (Print) 1532-415X (Online) Journal homepage: http://www.tandfonline.com/loi/lsta20 Nested Latin Hypercube Designs with Sliced Structures
More informationCONSTRUCTION OF NESTED (NEARLY) ORTHOGONAL DESIGNS FOR COMPUTER EXPERIMENTS
Statistica Sinica 23 (2013), 451-466 doi:http://dx.doi.org/10.5705/ss.2011.092 CONSTRUCTION OF NESTED (NEARLY) ORTHOGONAL DESIGNS FOR COMPUTER EXPERIMENTS Jun Li and Peter Z. G. Qian Opera Solutions and
More informationConstruction of some new families of nested orthogonal arrays
isid/ms/2017/01 April 7, 2017 http://www.isid.ac.in/ statmath/index.php?module=preprint Construction of some new families of nested orthogonal arrays Tian-fang Zhang, Guobin Wu and Aloke Dey Indian Statistical
More informationSamurai Sudoku-Based Space-Filling Designs
Samurai Sudoku-Based Space-Filling Designs Xu Xu and Peter Z. G. Qian Department of Statistics University of Wisconsin Madison, Madison, WI 53706 Abstract Samurai Sudoku is a popular variation of Sudoku.
More informationA GENERAL CONSTRUCTION FOR SPACE-FILLING LATIN HYPERCUBES
Statistica Sinica 6 (016), 675-690 doi:http://dx.doi.org/10.5705/ss.0015.0019 A GENERAL CONSTRUCTION FOR SPACE-FILLING LATIN HYPERCUBES C. Devon Lin and L. Kang Queen s University and Illinois Institute
More informationConstruction of column-orthogonal designs for computer experiments
SCIENCE CHINA Mathematics. ARTICLES. December 2011 Vol. 54 No. 12: 2683 2692 doi: 10.1007/s11425-011-4284-8 Construction of column-orthogonal designs for computer experiments SUN FaSheng 1,2, PANG Fang
More informationA new family of orthogonal Latin hypercube designs
isid/ms/2016/03 March 3, 2016 http://wwwisidacin/ statmath/indexphp?module=preprint A new family of orthogonal Latin hypercube designs Aloke Dey and Deepayan Sarkar Indian Statistical Institute, Delhi
More informationSudoku-based space-filling designs
Biometrika (2011), 98,3,pp. 711 720 C 2011 Biometrika Trust Printed in Great Britain doi: 10.1093/biomet/asr024 Sudoku-based space-filling designs BY XU XU Department of Statistics, University of Wisconsin
More informationOn Construction of a Class of. Orthogonal Arrays
On Construction of a Class of Orthogonal Arrays arxiv:1210.6923v1 [cs.dm] 25 Oct 2012 by Ankit Pat under the esteemed guidance of Professor Somesh Kumar A Dissertation Submitted for the Partial Fulfillment
More informationA GENERAL THEORY FOR ORTHOGONAL ARRAY BASED LATIN HYPERCUBE SAMPLING
Statistica Sinica 26 (2016), 761-777 doi:http://dx.doi.org/10.5705/ss.202015.0029 A GENERAL THEORY FOR ORTHOGONAL ARRAY BASED LATIN HYPERCUBE SAMPLING Mingyao Ai, Xiangshun Kong and Kang Li Peking University
More informationA Short Overview of Orthogonal Arrays
A Short Overview of Orthogonal Arrays John Stufken Department of Statistics University of Georgia Isaac Newton Institute September 5, 2011 John Stufken (University of Georgia) Orthogonal Arrays September
More informationA note on optimal foldover design
Statistics & Probability Letters 62 (2003) 245 250 A note on optimal foldover design Kai-Tai Fang a;, Dennis K.J. Lin b, HongQin c;a a Department of Mathematics, Hong Kong Baptist University, Kowloon Tong,
More informationPark, Pennsylvania, USA. Full terms and conditions of use:
This article was downloaded by: [Nam Nguyen] On: 11 August 2012, At: 09:14 Publisher: Taylor & Francis Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered office: Mortimer
More informationOptimal Fractional Factorial Plans for Asymmetric Factorials
Optimal Fractional Factorial Plans for Asymmetric Factorials Aloke Dey Chung-yi Suen and Ashish Das April 15, 2002 isid/ms/2002/04 Indian Statistical Institute, Delhi Centre 7, SJSS Marg, New Delhi 110
More informationOn the construction of asymmetric orthogonal arrays
isid/ms/2015/03 March 05, 2015 http://wwwisidacin/ statmath/indexphp?module=preprint On the construction of asymmetric orthogonal arrays Tianfang Zhang and Aloke Dey Indian Statistical Institute, Delhi
More informationA RESOLUTION RANK CRITERION FOR SUPERSATURATED DESIGNS
Statistica Sinica 9(1999), 605-610 A RESOLUTION RANK CRITERION FOR SUPERSATURATED DESIGNS Lih-Yuan Deng, Dennis K. J. Lin and Jiannong Wang University of Memphis, Pennsylvania State University and Covance
More informationSome Nonregular Designs From the Nordstrom and Robinson Code and Their Statistical Properties
Some Nonregular Designs From the Nordstrom and Robinson Code and Their Statistical Properties HONGQUAN XU Department of Statistics, University of California, Los Angeles, CA 90095-1554, U.S.A. (hqxu@stat.ucla.edu)
More informationA class of mixed orthogonal arrays obtained from projection matrix inequalities
Pang et al Journal of Inequalities and Applications 2015 2015:241 DOI 101186/s13660-015-0765-6 R E S E A R C H Open Access A class of mixed orthogonal arrays obtained from projection matrix inequalities
More informationBounds on the maximum numbers of clear two-factor interactions for 2 (n 1+n 2 ) (k 1 +k 2 ) fractional factorial split-plot designs
1816 Science in China: Series A Mathematics 2006 Vol. 49 No. 12 1816 1829 DOI: 10.1007/s11425-006-2032-2 Bounds on the maximum numbers of clear two-factor interactions for 2 (n 1+n 2 ) (k 1 +k 2 ) fractional
More informationAnale. Seria Informatică. Vol. XIII fasc Annals. Computer Science Series. 13 th Tome 1 st Fasc. 2015
24 CONSTRUCTION OF ORTHOGONAL ARRAY-BASED LATIN HYPERCUBE DESIGNS FOR DETERMINISTIC COMPUTER EXPERIMENTS Kazeem A. Osuolale, Waheed B. Yahya, Babatunde L. Adeleke Department of Statistics, University of
More informationA CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS
Statistica Sinica 26 (2016), 1117-1128 doi:http://dx.doi.org/10.5705/ss.202015.0240 A CENTRAL LIMIT THEOREM FOR NESTED OR SLICED LATIN HYPERCUBE DESIGNS Xu He and Peter Z. G. Qian Chinese Academy of Sciences
More informationORTHOGONAL ARRAYS CONSTRUCTED BY GENERALIZED KRONECKER PRODUCT
Journal of Applied Analysis and Computation Volume 7, Number 2, May 2017, 728 744 Website:http://jaac-online.com/ DOI:10.11948/2017046 ORTHOGONAL ARRAYS CONSTRUCTED BY GENERALIZED KRONECKER PRODUCT Chun
More informationORTHOGONAL ARRAYS OF STRENGTH 3 AND SMALL RUN SIZES
ORTHOGONAL ARRAYS OF STRENGTH 3 AND SMALL RUN SIZES ANDRIES E. BROUWER, ARJEH M. COHEN, MAN V.M. NGUYEN Abstract. All mixed (or asymmetric) orthogonal arrays of strength 3 with run size at most 64 are
More informationImplicit in the definition of orthogonal arrays is a projection propertyþ
Projection properties Implicit in the definition of orthogonal arrays is a projection propertyþ factor screening effect ( factor) sparsity A design is said to be of projectivity : if in every subset of
More informationFRACTIONAL FACTORIAL DESIGNS OF STRENGTH 3 AND SMALL RUN SIZES
FRACTIONAL FACTORIAL DESIGNS OF STRENGTH 3 AND SMALL RUN SIZES ANDRIES E. BROUWER, ARJEH M. COHEN, MAN V.M. NGUYEN Abstract. All mixed (or asymmetric) orthogonal arrays of strength 3 with run size at most
More informationCONSTRUCTION OF OPTIMAL MULTI-LEVEL SUPERSATURATED DESIGNS. Hongquan Xu 1 and C. F. J. Wu 2 University of California and University of Michigan
CONSTRUCTION OF OPTIMAL MULTI-LEVEL SUPERSATURATED DESIGNS Hongquan Xu 1 and C. F. J. Wu University of California and University of Michigan A supersaturated design is a design whose run size is not large
More informationUSING REGULAR FRACTIONS OF TWO-LEVEL DESIGNS TO FIND BASELINE DESIGNS
Statistica Sinica 26 (2016, 745-759 doi:http://dx.doi.org/10.5705/ss.202014.0099 USING REGULAR FRACTIONS OF TWO-LEVEL DESIGNS TO FIND BASELINE DESIGNS Arden Miller and Boxin Tang University of Auckland
More informationMoment Aberration Projection for Nonregular Fractional Factorial Designs
Moment Aberration Projection for Nonregular Fractional Factorial Designs Hongquan Xu Department of Statistics University of California Los Angeles, CA 90095-1554 (hqxu@stat.ucla.edu) Lih-Yuan Deng Department
More informationStatistica Sinica Preprint No: SS R2
Statistica Sinica Preprint No: SS-2016-0423.R2 Title Construction of Maximin Distance Designs via Level Permutation and Expansion Manuscript ID SS-2016-0423.R2 URL http://www.stat.sinica.edu.tw/statistica/
More informationInteraction balance in symmetrical factorial designs with generalized minimum aberration
Interaction balance in symmetrical factorial designs with generalized minimum aberration Mingyao Ai and Shuyuan He LMAM, School of Mathematical Sciences, Peing University, Beijing 100871, P. R. China Abstract:
More informationA SIMPLE METHOD FOR CONSTRUCTING ORTHOGONAL ARRAYS BY THE KRONECKER SUM
Jrl Syst Sci & Complexity (2006) 19: 266 273 A SIMPLE METHOD FOR CONSTRUCTING ORTHOGONAL ARRAYS BY THE KRONECKER SUM Yingshan ZHANG Weiguo LI Shisong MAO Zhongguo ZHENG Received: 14 December 2004 / Revised:
More informationBinary construction of quantum codes of minimum distances five and six
Discrete Mathematics 308 2008) 1603 1611 www.elsevier.com/locate/disc Binary construction of quantum codes of minimum distances five and six Ruihu Li a, ueliang Li b a Department of Applied Mathematics
More informationQUASI-ORTHOGONAL ARRAYS AND OPTIMAL FRACTIONAL FACTORIAL PLANS
Statistica Sinica 12(2002), 905-916 QUASI-ORTHOGONAL ARRAYS AND OPTIMAL FRACTIONAL FACTORIAL PLANS Kashinath Chatterjee, Ashish Das and Aloke Dey Asutosh College, Calcutta and Indian Statistical Institute,
More informationHIDDEN PROJECTION PROPERTIES OF SOME NONREGULAR FRACTIONAL FACTORIAL DESIGNS AND THEIR APPLICATIONS 1
The Annals of Statistics 2003, Vol. 31, No. 3, 1012 1026 Institute of Mathematical Statistics, 2003 HIDDEN PROJECTION PROPERTIES OF SOME NONREGULAR FRACTIONAL FACTORIAL DESIGNS AND THEIR APPLICATIONS 1
More informationA NEW CLASS OF NESTED (NEARLY) ORTHOGONAL
Statistica Sinica 26 (2016), 1249-1267 doi:http://dx.doi.org/10.5705/ss.2014.029 A NEW CLASS OF NESTED (NEARLY) ORTHOGONAL LATIN HYPERCUBE DESIGNS Xue Yang1,2, Jian-Feng Yang2, Dennis K. J. Lin3 and M
More informationOrthogonal arrays obtained by repeating-column difference matrices
Discrete Mathematics 307 (2007) 246 261 www.elsevier.com/locate/disc Orthogonal arrays obtained by repeating-column difference matrices Yingshan Zhang Department of Statistics, East China Normal University,
More informationA construction method for orthogonal Latin hypercube designs
Biometrika (2006), 93, 2, pp. 279 288 2006 Biometrika Trust Printed in Great Britain A construction method for orthogonal Latin hypercube designs BY DAVID M. STEINBERG Department of Statistics and Operations
More informationMinimax design criterion for fractional factorial designs
Ann Inst Stat Math 205 67:673 685 DOI 0.007/s0463-04-0470-0 Minimax design criterion for fractional factorial designs Yue Yin Julie Zhou Received: 2 November 203 / Revised: 5 March 204 / Published online:
More informationOn the existence of nested orthogonal arrays
Discrete Mathematics 308 (2008) 4635 4642 www.elsevier.com/locate/disc On the existence of nested orthogonal arrays Rahul Mueree a, Peter Z.G. Qian b, C.F. Jeff Wu c a Indian Institute of Management Calcutta,
More informationRepresentations of disjoint unions of complete graphs
Discrete Mathematics 307 (2007) 1191 1198 Note Representations of disjoint unions of complete graphs Anthony B. Evans Department of Mathematics and Statistics, Wright State University, Dayton, OH, USA
More informationMINIMUM MOMENT ABERRATION FOR NONREGULAR DESIGNS AND SUPERSATURATED DESIGNS
Statistica Sinica 13(2003), 691-708 MINIMUM MOMENT ABERRATION FOR NONREGULAR DESIGNS AND SUPERSATURATED DESIGNS Hongquan Xu University of California, Los Angeles Abstract: A novel combinatorial criterion,
More informationActa Mathematica Sinica, English Series Springer-Verlag Berlin Heidelberg & The Editorial Office of AMS 2015
Acta Mathematica Sinica, English Series Jul., 2015, Vol. 31, No. 7, pp. 1163 1170 Published online: June 15, 2015 DOI: 10.1007/s10114-015-3616-y Http://www.ActaMath.com Acta Mathematica Sinica, English
More informationAn Approach to Constructing Good Two-level Orthogonal Factorial Designs with Large Run Sizes
An Approach to Constructing Good Two-level Orthogonal Factorial Designs with Large Run Sizes by Chenlu Shi B.Sc. (Hons.), St. Francis Xavier University, 013 Project Submitted in Partial Fulfillment of
More informationOrthogonal and nearly orthogonal designs for computer experiments
Biometrika (2009), 96, 1,pp. 51 65 C 2009 Biometrika Trust Printed in Great Britain doi: 10.1093/biomet/asn057 Advance Access publication 9 January 2009 Orthogonal and nearly orthogonal designs for computer
More informationarxiv: v1 [math.st] 2 Oct 2010
The Annals of Statistics 2010, Vol. 38, No. 3, 1460 1477 DOI: 10.1214/09-AOS757 c Institute of Mathematical Statistics, 2010 A NEW AND FLEXIBLE METHOD FOR CONSTRUCTING DESIGNS FOR COMPUTER EXPERIMENTS
More informationTilburg University. Two-dimensional maximin Latin hypercube designs van Dam, Edwin. Published in: Discrete Applied Mathematics
Tilburg University Two-dimensional maximin Latin hypercube designs van Dam, Edwin Published in: Discrete Applied Mathematics Document version: Peer reviewed version Publication date: 2008 Link to publication
More informationSTRONG FORMS OF ORTHOGONALITY FOR SETS OF HYPERCUBES
The Pennsylvania State University The Graduate School Department of Mathematics STRONG FORMS OF ORTHOGONALITY FOR SETS OF HYPERCUBES A Dissertation in Mathematics by John T. Ethier c 008 John T. Ethier
More informationCOMPROMISE PLANS WITH CLEAR TWO-FACTOR INTERACTIONS
Statistica Sinica 15(2005), 709-715 COMPROMISE PLANS WITH CLEAR TWO-FACTOR INTERACTIONS Weiming Ke 1, Boxin Tang 1,2 and Huaiqing Wu 3 1 University of Memphis, 2 Simon Fraser University and 3 Iowa State
More informationPossible numbers of ones in 0 1 matrices with a given rank
Linear and Multilinear Algebra, Vol, No, 00, Possible numbers of ones in 0 1 matrices with a given rank QI HU, YAQIN LI and XINGZHI ZHAN* Department of Mathematics, East China Normal University, Shanghai
More informationWeek 15-16: Combinatorial Design
Week 15-16: Combinatorial Design May 8, 2017 A combinatorial design, or simply a design, is an arrangement of the objects of a set into subsets satisfying certain prescribed properties. The area of combinatorial
More informationCONSTRUCTION OF OPTIMAL MULTI-LEVEL SUPERSATURATED DESIGNS. University of California, Los Angeles, and Georgia Institute of Technology
The Annals of Statistics CONSTRUCTION OF OPTIMAL MULTI-LEVEL SUPERSATURATED DESIGNS By Hongquan Xu 1 and C. F. J. Wu 2 University of California, Los Angeles, and Georgia Institute of Technology A supersaturated
More informationConstruction of optimal supersaturated designs by the packing method
Science in China Ser. A Mathematics 2004 Vol.47 No.1 128 143 Construction of optimal supersaturated designs by the packing method FANG Kaitai 1, GE Gennian 2 & LIU Minqian 3 1. Department of Mathematics,
More informationE(s 2 )-OPTIMALITY AND MINIMUM DISCREPANCY IN 2-LEVEL SUPERSATURATED DESIGNS
Statistica Sinica 12(2002), 931-939 E(s 2 )-OPTIMALITY AND MINIMUM DISCREPANCY IN 2-LEVEL SUPERSATURATED DESIGNS Min-Qian Liu and Fred J. Hickernell Tianjin University and Hong Kong Baptist University
More informationRESEARCH ARTICLE. Linear Magic Rectangles
Linear and Multilinear Algebra Vol 00, No 00, January 01, 1 7 RESEARCH ARTICLE Linear Magic Rectangles John Lorch (Received 00 Month 00x; in final form 00 Month 00x) We introduce a method for producing
More informationarxiv: v1 [math.co] 27 Jul 2015
Perfect Graeco-Latin balanced incomplete block designs and related designs arxiv:1507.07336v1 [math.co] 27 Jul 2015 Sunanda Bagchi Theoretical Statistics and Mathematics Unit Indian Statistical Institute
More informationMUTUALLY ORTHOGONAL FAMILIES OF LINEAR SUDOKU SOLUTIONS. 1. Introduction
MUTUALLY ORTHOGONAL FAMILIES OF LINEAR SUDOKU SOLUTIONS JOHN LORCH Abstract For a class of linear sudoku solutions, we construct mutually orthogonal families of maximal size for all square orders, and
More informationThe decomposability of simple orthogonal arrays on 3 symbols having t + 1 rows and strength t
The decomposability of simple orthogonal arrays on 3 symbols having t + 1 rows and strength t Wiebke S. Diestelkamp Department of Mathematics University of Dayton Dayton, OH 45469-2316 USA wiebke@udayton.edu
More informationDefinitive Screening Designs with Added Two-Level Categorical Factors *
Definitive Screening Designs with Added Two-Level Categorical Factors * BRADLEY JONES SAS Institute, Cary, NC 27513 CHRISTOPHER J NACHTSHEIM Carlson School of Management, University of Minnesota, Minneapolis,
More informationIMA Preprint Series # 2066
THE CARDINALITY OF SETS OF k-independent VECTORS OVER FINITE FIELDS By S.B. Damelin G. Michalski and G.L. Mullen IMA Preprint Series # 2066 ( October 2005 ) INSTITUTE FOR MATHEMATICS AND ITS APPLICATIONS
More informationE(s 2 )-OPTIMAL SUPERSATURATED DESIGNS
Statistica Sinica 7(1997), 929-939 E(s 2 )-OPTIMAL SUPERSATURATED DESIGNS Ching-Shui Cheng University of California, Berkeley Abstract: Tang and Wu (1997) derived a lower bound on the E(s 2 )-value of
More informationGENERALIZED RESOLUTION AND MINIMUM ABERRATION CRITERIA FOR PLACKETT-BURMAN AND OTHER NONREGULAR FACTORIAL DESIGNS
Statistica Sinica 9(1999), 1071-1082 GENERALIZED RESOLUTION AND MINIMUM ABERRATION CRITERIA FOR PLACKETT-BURMAN AND OTHER NONREGULAR FACTORIAL DESIGNS Lih-Yuan Deng and Boxin Tang University of Memphis
More informationSome optimal criteria of model-robustness for two-level non-regular fractional factorial designs
Some optimal criteria of model-robustness for two-level non-regular fractional factorial designs arxiv:0907.052v stat.me 3 Jul 2009 Satoshi Aoki July, 2009 Abstract We present some optimal criteria to
More informationComputers and Mathematics with Applications. Convergence analysis of the preconditioned Gauss Seidel method for H-matrices
Computers Mathematics with Applications 56 (2008) 2048 2053 Contents lists available at ScienceDirect Computers Mathematics with Applications journal homepage: wwwelseviercom/locate/camwa Convergence analysis
More informationStat 890 Design of computer experiments
Stat 890 Design of computer experiments Will introduce design concepts for computer experiments Will look at more elaborate constructions next day Experiment design In computer experiments, as in many
More informationQuantum LDPC Codes Derived from Combinatorial Objects and Latin Squares
Codes Derived from Combinatorial Objects and s Salah A. Aly & Latin salah at cs.tamu.edu PhD Candidate Department of Computer Science Texas A&M University November 11, 2007 Motivation for Computers computers
More informationLatin Squares and Orthogonal Arrays
School of Electrical Engineering and Computer Science University of Ottawa lucia@eecs.uottawa.ca Winter 2017 Latin squares Definition A Latin square of order n is an n n array, with symbols in {1,...,
More informationA Coset Pattern Identity between a 2 n p Design and its Complement
A Coset Pattern Identity between a 2 n p Design and its Complement Peng Zeng, Hong Wan, and Yu Zhu Auburn University, Purdue University, and Purdue University February 8, 2010 Abstract: The coset pattern
More informationUniversity, Wuhan, China c College of Physical Science and Technology, Central China Normal. University, Wuhan, China Published online: 25 Apr 2014.
This article was downloaded by: [0.9.78.106] On: 0 April 01, At: 16:7 Publisher: Taylor & Francis Informa Ltd Registered in England and Wales Registered Number: 10795 Registered office: Mortimer House,
More information1 I A Q E B A I E Q 1 A ; E Q A I A (2) A : (3) A : (4)
Latin Squares Denition and examples Denition. (Latin Square) An n n Latin square, or a latin square of order n, is a square array with n symbols arranged so that each symbol appears just once in each row
More informationConstruction of latin squares of prime order
Construction of latin squares of prime order Theorem. If p is prime, then there exist p 1 MOLS of order p. Construction: The elements in the latin square will be the elements of Z p, the integers modulo
More informationProjection properties of certain three level orthogonal arrays
Metrika (2005) 62: 241 257 DOI 10.1007/s00184-005-0409-9 ORIGINAL ARTICLE H. Evangelaras C. Koukouvinos A. M. Dean C. A. Dingus Projection properties of certain three level orthogonal arrays Springer-Verlag
More informationAn Even Order Symmetric B Tensor is Positive Definite
An Even Order Symmetric B Tensor is Positive Definite Liqun Qi, Yisheng Song arxiv:1404.0452v4 [math.sp] 14 May 2014 October 17, 2018 Abstract It is easily checkable if a given tensor is a B tensor, or
More informationOn certain combinatorial expansions of the Legendre-Stirling numbers
On certain combinatorial expansions of the Legendre-Stirling numbers Shi-Mei Ma School of Mathematics and Statistics Northeastern University at Qinhuangdao Hebei, P.R. China shimeimapapers@163.com Yeong-Nan
More informationDiscrete Applied Mathematics
Discrete Applied Mathematics 157 (2009 1696 1701 Contents lists available at ScienceDirect Discrete Applied Mathematics journal homepage: www.elsevier.com/locate/dam Riordan group involutions and the -sequence
More informationSection 3.2. Multiplication of Matrices and Multiplication of Vectors and Matrices
3.2. Multiplication of Matrices and Multiplication of Vectors and Matrices 1 Section 3.2. Multiplication of Matrices and Multiplication of Vectors and Matrices Note. In this section, we define the product
More information18Ï È² 7( &: ÄuANOVAp.O`û5 571 Based on this ANOVA model representation, Sobol (1993) proposed global sensitivity index, S i1...i s = D i1...i s /D, w
A^VÇÚO 1 Êò 18Ï 2013c12 Chinese Journal of Applied Probability and Statistics Vol.29 No.6 Dec. 2013 Optimal Properties of Orthogonal Arrays Based on ANOVA High-Dimensional Model Representation Chen Xueping
More informationON MULTI-AVOIDANCE OF RIGHT ANGLED NUMBERED POLYOMINO PATTERNS
INTEGERS: ELECTRONIC JOURNAL OF COMBINATORIAL NUMBER THEORY 4 (2004), #A21 ON MULTI-AVOIDANCE OF RIGHT ANGLED NUMBERED POLYOMINO PATTERNS Sergey Kitaev Department of Mathematics, University of Kentucky,
More informationSpace-Filling Designs for Computer Experiments
Chapter 5 Space-Filling Designs for Computer Experiments 5. Introduction This chapter and the next discusses how to select inputs at which to compute the output of a computer experiment to achieve specific
More informationIntegral Free-Form Sudoku graphs
Integral Free-Form Sudoku graphs Omar Alomari 1 Basic Sciences German Jordanian University Amman, Jordan Mohammad Abudayah 2 Basic Sciences German Jordanian University Amman, Jordan Torsten Sander 3 Fakultät
More informationAn Algorithm for Constructing a D-Optimal 2 K Factorial Design for Linear Model Containing Main Effects and One-Two Factor Interaction
An Algorithm for Constructing a D-Optimal 2 K Factorial Design for Linear Model Containing Main Effects and One-Two Factor Interaction E. O. Effanga Department of Mathematics,Statistics and Comp. Science,
More informationOptimal blocking of two-level fractional factorial designs
Journal of Statistical Planning and Inference 91 (2000) 107 121 www.elsevier.com/locate/jspi Optimal blocking of two-level fractional factorial designs Runchu Zhang a;, DongKwon Park b a Department of
More informationSELECTING LATIN HYPERCUBES USING CORRELATION CRITERIA
Statistica Sinica 8(1998), 965-977 SELECTING LATIN HYPERCUBES USING CORRELATION CRITERIA Boxin Tang University of Memphis and University of Western Ontario Abstract: Latin hypercube designs have recently
More informationAffine designs and linear orthogonal arrays
Affine designs and linear orthogonal arrays Vladimir D. Tonchev Department of Mathematical Sciences, Michigan Technological University, Houghton, Michigan 49931, USA, tonchev@mtu.edu Abstract It is proved
More informationPart 23. Latin Squares. Contents. 1 Latin Squares. Printed version of the lecture Discrete Mathematics on 4. December 2012
Part 23 Latin Squares Printed version of the lecture Discrete Mathematics on 4. December 2012 Tommy R. Jensen, Department of Mathematics, KNU 23.1 Contents 1 Latin Squares 1 2 Orthogonal Latin Squares
More informationUNIFORM FRACTIONAL FACTORIAL DESIGNS
The Annals of Statistics 2012, Vol. 40, No. 2, 81 07 DOI: 10.1214/12-AOS87 Institute of Mathematical Statistics, 2012 UNIFORM FRACTIONAL FACTORIAL DESIGNS BY YU TANG 1,HONGQUAN XU 2 AND DENNIS K. J. LIN
More informationSliced Designs for Multi-platform Online Experiments
Sliced Designs for Multi-platform Online Experiments Soheil Sadeghi Doctoral Candidate in the Department of Statistics at University of Wisconsin-Madison, sadeghi@stat.wisc.edu Peter Z. G. Qian Professor
More informationarxiv: v1 [cs.sc] 17 Apr 2013
EFFICIENT CALCULATION OF DETERMINANTS OF SYMBOLIC MATRICES WITH MANY VARIABLES TANYA KHOVANOVA 1 AND ZIV SCULLY 2 arxiv:1304.4691v1 [cs.sc] 17 Apr 2013 Abstract. Efficient matrix determinant calculations
More information0 Sets and Induction. Sets
0 Sets and Induction Sets A set is an unordered collection of objects, called elements or members of the set. A set is said to contain its elements. We write a A to denote that a is an element of the set
More informationOn the decomposition of orthogonal arrays
On the decomposition of orthogonal arrays Wiebke S. Diestelkamp Department of Mathematics University of Dayton Dayton, OH 45469-2316 wiebke@udayton.edu Jay H. Beder Department of Mathematical Sciences
More informationMutually orthogonal latin squares (MOLS) and Orthogonal arrays (OA)
and Orthogonal arrays (OA) Bimal Roy Indian Statistical Institute, Kolkata. Bimal Roy, Indian Statistical Institute, Kolkata. and Orthogonal arrays (O Outline of the talk 1 Latin squares 2 3 Bimal Roy,
More informationConstruction and analysis of Es 2 efficient supersaturated designs
Construction and analysis of Es 2 efficient supersaturated designs Yufeng Liu a Shiling Ruan b Angela M. Dean b, a Department of Statistics and Operations Research, Carolina Center for Genome Sciences,
More informationTHE ALGORITHM TO CALCULATE THE PERIOD MATRIX OF THE CURVE x m þ y n ¼ 1
TSUKUA J MATH Vol 26 No (22), 5 37 THE ALGORITHM TO ALULATE THE PERIOD MATRIX OF THE URVE x m þ y n ¼ y Abstract We show how to take a canonical homology basis and a basis of the space of holomorphic -forms
More informationMinimum Aberration and Related Designs in Fractional Factorials. 2 Regular Fractions and Minimum Aberration Designs
Design Workshop Lecture Notes ISI, Kolkata, November, 25-29, 2002, pp. 117-137 Minimum Aberration and Related Designs in Fractional Factorials Rahul Mukerjee Indian Institute of Management Kolkata, India
More informationUpper triangular matrices and Billiard Arrays
Linear Algebra and its Applications 493 (2016) 508 536 Contents lists available at ScienceDirect Linear Algebra and its Applications www.elsevier.com/locate/laa Upper triangular matrices and Billiard Arrays
More informationPrepared by: M. S. KumarSwamy, TGT(Maths) Page
Prepared by: M. S. KumarSwamy, TGT(Maths) Page - 50 - CHAPTER 3: MATRICES QUICK REVISION (Important Concepts & Formulae) MARKS WEIGHTAGE 03 marks Matrix A matrix is an ordered rectangular array of numbers
More informationINTELLIGENT SEARCH FOR AND MINIMUM ABERRATION DESIGNS
Statistica Sinica 8(1998), 1265-1270 INTELLIGENT SEARCH FOR 2 13 6 AND 2 14 7 MINIMUM ABERRATION DESIGNS Jiahua Chen University of Waterloo Abstract: Among all 2 n k regular fractional factorial designs,
More information