Computational Statistics, volume 28, issue 3, pages 1319-1331
An efficient method for constructing uniform designs with large size
Yong Dao Zhou
1, 2
,
KAI-TAI FANG
2, 3
3
Institute of Applied Mathematics, Chinese Academy of sciences, Beijing, China
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Publication type: Journal Article
Publication date: 2012-08-21
Journal:
Computational Statistics
scimago Q2
SJR: 0.566
CiteScore: 2.9
Impact factor: 1
ISSN: 09434062, 16139658
Statistics and Probability
Computational Mathematics
Statistics, Probability and Uncertainty
Abstract
Many construction methods for (nearly) uniform designs have been proposed under the centered $$L_2$$ -discrepancy, and most of them are only suitable for constructing designs with small size. This paper proposes a new method, called mixture method (MM), to construct nearly symmetrical/asymmetrical uniform designs with large number of runs and/or large number of factors. The new method has the “better than given” property, i.e., the resulting design is better than existing designs in the sense of the pre-decided criterion. Moreover, the computational speed of MM is faster than most existing methods.
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