Construction of nested space-filling designs using difference matrices |
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Authors: | Fasheng Sun Yuhui Yin Min-Qian Liu |
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Institution: | 1. Department of Statistics, KLAS and School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China;2. Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China |
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Abstract: | Experiments that study complex real world systems in business, engineering and sciences can be conducted at different levels of accuracy or sophistication. Nested space-filling designs are suitable for such multi-fidelity experiments. In this paper, we propose a systematic method to construct nested space-filling designs for experiments with two levels of accuracy. The method that makes use of nested difference matrices can be easily performed, many nested space-filling designs for experiments with two levels of accuracy can thus be constructed, and the resulting designs achieve stratification in low dimensions. In addition, the proposed method can also be used to obtain sliced space-filling designs for conducting computer experiments with both qualitative and quantitative factors. |
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Keywords: | Computer experiment Difference matrix Galois field OA-based Latin hypercube Orthogonal array |
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