Asymmetric uniform designs based on mixture discrepancy

被引:16
|
作者
Elsawah, A. M. [1 ,2 ]
Qin, Hong [1 ]
机构
[1] Cent China Normal Univ, Fac Math & Stat, Wuhan, Peoples R China
[2] Zagazig Univ, Dept Math, Fac Sci, Zagazig, Egypt
基金
中国国家自然科学基金;
关键词
Mixture discrepancy; uniform design; U-type design; asymmetric levels design; lower bound; TA algorithm; LOWER BOUNDS; L-2-DISCREPANCY; CONSTRUCTION;
D O I
10.1080/02664763.2016.1140727
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Efficient experimental design is crucial in the study of scientific problems. The uniform design is one of the most widely used approaches. The discrepancies have played an important role in quasi-Monte Carlo methods and uniform design. Zhou et al. [17] proposed a new type of discrepancy, mixture discrepancy (MD), and showed that MD may be a better uniformity measure than other discrepancies. In this paper, we discuss in depth the MD as the uniformity measure for asymmetric mixed two and three levels U-type designs. New analytical expression based on row distance and new lower bound of the MD are given for asymmetric levels designs. Using the new formulation and the new lower bound as the benchmark, we can implement a new version of the fast local search heuristic threshold accepting. By this search heuristic, we can obtain mixed two and three levels U-type designs with low discrepancy.
引用
收藏
页码:2280 / 2294
页数:15
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