灵活的多层嵌套拉丁超立方体设计构造  

A new construction for flexible multi-layer nested Latin hypercube designs

作　　者：徐琎 段晓君[1] 王正明[2] 晏良 XU Jin;DUAN Xiaojun;WANG Zhengming;YAN Liang(College of Liberal Arts and Sciences,National University of Defense Technology,Changsha 410073,China;College of Advanced Interdisciplinary Studies,National University of Defense Technology,Changsha 410073,China)

机构地区：[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

出　　处：《国防科技大学学报》2019年第3期174-178,共5页Journal of National University of Defense Technology

基　　金：国家自然科学基金资助项目(61573367,11771450)

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。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.

关 键 词：嵌套设计 计算机试验 拉丁超立方体设计 多层设计 

分 类 号：O21[理学—概率论与数理统计]