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Activity Number:
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21
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Type:
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Topic Contributed
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Date/Time:
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Sunday, August 2, 2009 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Physical and Engineering Sciences
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| Abstract - #304942 |
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Title:
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Nested Latin Hypercube Designs
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Author(s):
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Peter Z.G. Qian*+
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Companies:
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University of Wisconsin-Madison
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Address:
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Department of Statistics, Madison, WI, 53706,
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Keywords:
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Computer experiments ; Space-filling designs ; Design of experiments ; Stochastic optimziation ; Statistical computing ; Sequential designs
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Abstract:
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We propose an approach to constructing nested Latin hypercube designs. Such designs are useful for conducting multiple computer experiments with different levels of accuracy. A nested Latin hypercube design with two layers is defined to be a special Latin hypercube design that contains a smaller Latin hypercube design as a subset. Our method is easy to implement and can accommodate any number of factors. We also extend this method to construct nested Latin hypercube designs with more than two layers. Illustrative examples are given. Some statistical properties of the constructed designs are derived.
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