Deterministic construction methods for uniform designs

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY
Liangwei Qi, Ze Liu, Yongdao Zhou
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引用次数: 0

Abstract

Space-filling designs are useful for exploring the relationship between the response and factors, especially when the true model is unknown. The wrap-around L2-discrepancy is an important measure of the uniformity, and has often been used as a type of space-filling criterion. However, most obtained designs are generated through stochastic optimization algorithms, and cannot achieve the lower bound of the discrepancies and are only nearly uniform. Then deterministic construction methods for uniform designs are desired. This paper constructs uniform designs under the wrap-around L2-discrepancy by generator matrices of linear codes. Several requirements on the generator matrices, such as a necessary and sufficient condition for generating uniform designs, are derived. Based on these, two simple deterministic constructions for uniform designs are given. Some examples illustrate the effectiveness of them. Moreover, the resulting designs can be regarded as a generalization of good lattice point sets, and also enjoy good orthogonality.

均匀设计的确定性施工方法
空间填充设计有助于探索响应与因素之间的关系,特别是在真实模型未知的情况下。环绕l2差是衡量均匀性的重要指标,常被用作一种空间填充判据。然而,大多数获得的设计是通过随机优化算法生成的,无法达到差异的下界,只是接近均匀。在此基础上,提出了均匀设计的确定性施工方法。本文利用线性码的生成矩阵构造了环绕l2 -差异下的均匀设计。导出了生成均匀设计的充分必要条件等对生成矩阵的若干要求。在此基础上,给出了均匀设计的两种简单的确定性结构。一些例子说明了它们的有效性。此外,所得到的设计可以看作是良好格点集的推广,并且具有良好的正交性。
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来源期刊
Journal of Statistical Planning and Inference
Journal of Statistical Planning and Inference 数学-统计学与概率论
CiteScore
2.10
自引率
11.10%
发文量
78
审稿时长
3-6 weeks
期刊介绍: The Journal of Statistical Planning and Inference offers itself as a multifaceted and all-inclusive bridge between classical aspects of statistics and probability, and the emerging interdisciplinary aspects that have a potential of revolutionizing the subject. While we maintain our traditional strength in statistical inference, design, classical probability, and large sample methods, we also have a far more inclusive and broadened scope to keep up with the new problems that confront us as statisticians, mathematicians, and scientists. We publish high quality articles in all branches of statistics, probability, discrete mathematics, machine learning, and bioinformatics. We also especially welcome well written and up to date review articles on fundamental themes of statistics, probability, machine learning, and general biostatistics. Thoughtful letters to the editors, interesting problems in need of a solution, and short notes carrying an element of elegance or beauty are equally welcome.
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