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Activity Number: 533
Type: Contributed
Date/Time: Wednesday, August 12, 2015 : 10:30 AM to 12:20 PM
Sponsor: International Chinese Statistical Association
Abstract #315013 View Presentation
Title: A New Construction of Nested Orthogonal Arrays
Author(s): Shin-Fu Tsai*
Companies: Feng Chia University
Keywords: Computer experiment ; Latin hypercube design ; Orthogonal array ; Space-filling design

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.

Authors who are presenting talks have a * after their name.

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