4.2 Article

An efficient method for constructing uniform designs with large size

Journal

COMPUTATIONAL STATISTICS
Volume 28, Issue 3, Pages 1319-1331

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s00180-012-0359-4

Keywords

Centered L-2-Discrepancy; Cutting method; Good lattice point method; Threshold accepting method; Uniform design

Funding

  1. NSFC [11001186]
  2. HKBU-UIC, Joint Institute of Research Studies
  3. Research Foundation from Academy of Mathematics and System Sciences, Chinese Academy of Sciences

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Many construction methods for (nearly) uniform designs have been proposed under the centered -discrepancy, and most of them are only suitable for constructing designs with small size. This paper proposes a new method, called mixture method (MM), to construct nearly symmetrical/asymmetrical uniform designs with large number of runs and/or large number of factors. The new method has the better than given property, i.e., the resulting design is better than existing designs in the sense of the pre-decided criterion. Moreover, the computational speed of MM is faster than most existing methods.

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