Projection array based designs for computer experiments |
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Authors: | Jason L. Loeppky Leslie M. Moore Brian J. Williams |
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Affiliation: | 1. Department of Mathematics and Statistics, University of British Columbia, Okanagan, Kelowna, BC, Canada V1V 1V7;2. Statistical Sciences Group, Los Alamos National Laboratory, Los Alamos, NM 87545, USA |
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Abstract: | In this paper we define a new class of designs for computer experiments. A projection array based design defines sets of simulation runs with properties that extend the conceptual properties of orthogonal array based Latin hypercube sampling, particularly to underlying design structures other than orthogonal arrays. Additionally, we illustrate how these designs can be sequentially augmented to improve the overall projection properties of the initial design or focus on interesting regions of the design space that need further exploration to improve the overall fit of the underlying response surface. We also illustrate how an initial Latin hypercube sample can be expressed as a projection array based design and show how one can augment these designs to improve higher dimensional space filling properties. |
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Keywords: | Computer experiment Orthogonal array Latin hypercube sample Orthogonal array based Latin hypercube sample Maximin distance |
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