Construction of nested space-filling designs

Details Construction of nested space-filling designs Construction of nested space-filling designs

2009-09-03

arxiv.org/abs/0909.0598v1

Annals of Statistics 2009, Vol. 37, No. 6A, 3616-3643

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/09-AOS690 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/09-AOS690

New types of designs called nested space-filling designs have been proposed for conducting multiple computer experiments with different levels of accuracy. In this article, we develop several approaches to constructing such designs. The development of these methods also leads to the introduction of several new discrete mathematics concepts, including nested orthogonal arrays and nested difference matrices.

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