A New Construction of Nested Orthogonal Arrays

• Activity Number: 533
• Type: Contributed
• Date/Time: Wednesday, August 12, 2015 : 10:30 AM to 12:20 PM
• Sponsor: International Chinese Statistical Association
• Author(s): Shin-Fu Tsai*
• Companies: Feng Chia University
• Keywords: Computer experiment ; Latin hypercube design ; Orthogonal array ; Space-filling design

Abstract

Recently, construction of nested orthogonal arrays receives notable attention, which serves as a stepping stone for planning deterministic computer simulations with variable levels of accuracy. In this talk, a new class of nested orthogonal arrays called the nested orthogonal arrays of parallel-flats type is introduced for addressing this new design issue. The sufficient and necessary condition for design construction is developed, and a new collection of nested orthogonal arrays is explicitly characterized. In addition, an algorithm is proposed for systematically generating the proposed designs. The proposed algorithm is able to generate a nested orthogonal array whose order is not necessarily equal to a power of prime. This allows an investigator to plan a series of multi-fidelity computer simulations with a more flexible choice in run-size.