引用本文: | 徐琎,段晓君,王正明,等.灵活的多层嵌套拉丁超立方体设计构造.[J].国防科技大学学报,2019,41(3):174-178.[点击复制] |
XU Jin,DUAN Xiaojun,WANG Zhengming,et al.A new construction for flexible multi-layer nested Latin hypercube designs[J].Journal of National University of Defense Technology,2019,41(3):174-178[点击复制] |
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灵活的多层嵌套拉丁超立方体设计构造 |
徐琎1, 段晓君1, 王正明2, 晏良1 |
(1. 国防科技大学 文理学院, 湖南 长沙 410073;2. 国防科技大学 前沿交叉学科学院, 湖南 长沙 410073)
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摘要: |
计算机试验的设计方法越来越受到重视,嵌套拉丁超立方体设计是计算机试验设计中的一种新型方法,其在多种精度试验中有广泛的应用。但多数嵌套拉丁超立方体设计要求低精度试验次数需为高精度试验次数的倍数,这在应用中会有很大的局限性。通过对其构造方法的改进,得到一种结构更加灵活的多层嵌套拉丁超立方体设计,使得不同精度试验的次数可以更加灵活选取。该设计方法在一维投影上可以达到很好的均匀性。仿真结果表明,该方法较若干相关方法能够达到更小的均方误差。 |
关键词: 嵌套设计 计算机试验 拉丁超立方体设计 多层设计 |
DOI:10.11887/j.cn.201903026 |
投稿日期:2018-03-20 |
基金项目:国家自然科学基金资助项目(61573367,11771450) |
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A new construction for flexible multi-layer nested Latin hypercube designs |
XU Jin1, DUAN Xiaojun1, WANG Zhengming2, YAN Liang1 |
(1. College of Liberal Arts and Sciences, National University of Defense Technology, Changsha 410073, China;2. College of Advanced Interdisciplinary Studies, National University of Defense Technology, Changsha 410073, China)
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Abstract: |
The designs for computer experiments attract more and more attention, and the nested Latin hypercube designs play significant roles in computer experiments, for they mainly deal with the experiments which have high-accuracy and low accuracy parts. However, most nested Latin hypercube designs have the restriction that the run sizes of low accuracy experiments should be the multiple of high accuracy experiments. A general multi-layer nested Latin hypercube design which has flexible run sizes for different accuracy experiments was proposed by improving the traditional construction method. This design method can achieve the desirable one-dimensional uniformity. Numerical simulations show that this method perform well on the sampling variance. |
Keywords: nested designs computer experiment Latin hypercube design multi-layer design |
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