Flexible sequential or sliced designs for computer experiments

  • 报告人: 艾明要教授北京大学数学科学学院
  • 报告地址: 数学学院西303报告厅
  • 报告时间: 5月28日8:40-9:20
  • 主题摘要:
Sequential experiments composed of initial experiments and follow-up experiments are widely adopted for economical computer emulations. Many kinds of Latin hypercubes with good space-filling properties have been constructed for designing the initial computer experiments. However, few works based on Latin hypercubes have focused on the design of the follow-up experiments. Although some constructions of nested Latin hypercube designs can be adapted to sequential designs, the size of the follow-up experiments needs to be a multiple of that of the initial experiments. In this paper, a general method for constructing sequential designs of flexible size is proposed, which allows the combined designs to have good one-dimensional space-filling properties. Moreover, the sampling properties and central limit theorems are derived for these designs. Several improvements of these designs are made to achieve better space-filling properties. The related issues for flexible sliced designs are also addressed. Some simulations are carried out to verify the theoretical results.