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Uniform projection designs

  • Northeast Normal University
  • University of California at Los Angeles

Research output: Contribution to journalArticlepeer-review

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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