Open Access
December 2009 Construction of nested space-filling designs
Peter Z. G. Qian, Mingyao Ai, C. F. Jeff Wu
Ann. Statist. 37(6A): 3616-3643 (December 2009). DOI: 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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Peter Z. G. Qian. Mingyao Ai. C. F. Jeff Wu. "Construction of nested space-filling designs." Ann. Statist. 37 (6A) 3616 - 3643, December 2009.


Published: December 2009
First available in Project Euclid: 17 August 2009

zbMATH: 1369.62195
MathSciNet: MR2549572
Digital Object Identifier: 10.1214/09-AOS690

Primary: 62K15
Secondary: 62K20

Keywords: computer experiments , Design of experiments , difference matrices , OA-based Latin hypercubes , orthogonal arrays , randomized orthogonal arrays , Wang–Wu method

Rights: Copyright © 2009 Institute of Mathematical Statistics

Vol.37 • No. 6A • December 2009
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