Sliced Full Factorial-Based Latin Hypercube Designs as a Framework for a Batch Sequential Design Algorithm
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Authors
Duan, Weitao
Ankenman, Bruce E.
Sanchez, Paul J.
Sanchez, Susan M.
Subjects
Computer model
Latin hypercube design
sequential design
space filling design
metamodels
Computer experiments
simulation experiments
Latin hypercube design
sequential design
space filling design
metamodels
Computer experiments
simulation experiments
Advisors
Date of Issue
2014-08-20
Date
Publisher
Language
Abstract
When fitting complex models, such as finite element or discrete event simulations, the experiment design should exhibit desirable properties of both projectivity and orthogonality. To reduce experimental effort,sequential design strategies allow experimenters to collect data only until some measure of prediction precision is reached. In this article, we present a batch sequential experiment design method that uses sliced full factorial-based Latin hypercube designs (sFFLHDs), which are an extension to the concept of sliced orthogonal array-based Latin hypercube designs (OALHDs). At all stages of the sequential design,good univariate stratification is achieved. The structure of the FFLHDs also tends to produce uniformityin higher dimensions, especially at certain stages of the design. We show that our batch sequential design approach has good sampling and fitting qualities through both empirical studies and theoretical arguments.Supplementary materials are available online.
Type
Article
Description
SEED Paper
SEED Center Paper
The article of record as published may be found at http://dx.doi.org/10.1080/00401706.2015.1108233#.WtEmG4jwbcs
SEED Center Paper
The article of record as published may be found at http://dx.doi.org/10.1080/00401706.2015.1108233#.WtEmG4jwbcs
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Department
Operations Research
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NPS Report Number
Sponsors
USMC-PMMI
ONR/NPS CRUSER
ONR/NPS CRUSER
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Citation
Duan, Weitao, Bruce E. Ankenman, Susan M. Sanchez, and Paul J. Sanchez. "Sliced full factorial-based latin hypercube designs as a framework for a batch sequential design algorithm." Technometrics 59, no. 1 (2017): 11-22.
Distribution Statement
Approved for public release; distribution is unlimited.
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.