Construction of uniform <i>U</i>-designs

作     者：Jiang, Bochuan Ai, Mingyao 

作者机构：Peking Univ Sch Math Sci LMAM Beijing 100871 Peoples R China Peking Univ Ctr Stat Sci Beijing 100871 Peoples R China Sci & Technol Complex Land Syst Simulat Lab Beijing 100012 Peoples R China 

出 版 物：《JOURNAL OF STATISTICAL PLANNING AND INFERENCE》 (统计规划与统计推断杂志)

年 卷 期：2017年第181卷

页      面：1-10页

核心收录：

学科分类：07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0701[理学-数学] 070101[理学-基础数学] 

基　　金：NSFC [11271032, 11331011, 11671019] BCMIIS LMEQF 

主　　题：Discrepancy Generalized wordtype pattern U-design Stochastic algorithm 

摘      要：Orthogonal array-based Latin hypercubes, also called U-designs, have popularly been adopted for designing a computer experiment. The relationship between the averaged discrepancy of all U-designs generated from a given orthogonal array and the generalized wordtype pattern of the orthogonal array is established. Motivated by the relationship, we define a weighted wordtype pattern and a minimum weighted aberration criterion to compare orthogonal arrays of the same parameters. U-designs generated from an orthogonal array with less weighted aberration are shown to have low discrepancies on average. Then, an algorithm to construct uniform U-designs is proposed. It begins with a minimum weighted aberration orthogonal array and its advantage is illustrated by comparing with the threshold-accepting algorithm. (C) 2016 Elsevier B.V. All rights