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Design for Sequential Follow-Up Experiments in Computer Emulations.
- Source :
-
Technometrics . Feb2018, Vol. 60 Issue 1, p61-69. 9p. - Publication Year :
- 2018
-
Abstract
- Sequential experiments composed of initial experiments and follow-up experiments are widely adopted for economical computer emulations. Many kinds of Latin hypercube designs with good space-filling properties have been proposed for designing the initial computer experiments. However, little work based on Latin hypercubes has focused on the design of the follow-up experiments. Although some constructions of nested Latin hypercube designs can be adapted to sequential designs, the size of the follow-up experiments needs to be a multiple of that of the initial experiments. In this article, a general method for constructing sequential designs of flexible size is proposed, which allows the combined designs to have good one-dimensional space-filling properties. Moreover, the sampling properties and a type of central limit theorem are derived for these designs. Several improvements of these designs are made to achieve better space-filling properties. Simulations are carried out to verify the theoretical results. Supplementary materials for this article are available online. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 00401706
- Volume :
- 60
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Technometrics
- Publication Type :
- Academic Journal
- Accession number :
- 128182515
- Full Text :
- https://doi.org/10.1080/00401706.2016.1258010