Uniform projection designs

Fasheng Sun, Yaping Wang, Hongquan Xu

Research output: Contribution to journalArticlepeer-review

59 Scopus citations

Abstract

Efficient designs are in high demand in practice for both computer and physical experiments. Existing designs (such as maximin distance designs and uniform designs) may have bad low-dimensional projections, which is undesirable when only a few factors are active. We propose a new design criterion, called uniform projection criterion, by focusing on projection uniformity. Uniform projection designs generated under the new criterion scatter points uniformly in all dimensions and have good space-filling properties in terms of distance, uniformity and orthogonality. We show that the new criterion is a function of the pairwise L1-distances between the rows, so that the new criterion can be computed at no more cost than a design criterion that ignores projection properties. We develop some theoretical results and show that maximin L1-equidistant designs are uniform projection designs. In addition, a class of asymptotically optimal uniform projection designs based on good lattice point sets are constructed. We further illustrate an application of uniform projection designs via a multidrug combination experiment.

Original languageEnglish
Pages (from-to)641-661
Number of pages21
JournalAnnals of Statistics
Volume47
Issue number1
DOIs
StatePublished - Feb 2019

Keywords

  • Computer experiment
  • Discrepancy
  • Latin hypercube design
  • Maximin distance design
  • Space-filling design
  • Uniform design

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