IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v28y2013i3p1319-1331.html
   My bibliography  Save this article

An efficient method for constructing uniform designs with large size

Author

Listed:
  • Yong-Dao Zhou
  • Kai-Tai Fang

Abstract

Many construction methods for (nearly) uniform designs have been proposed under the centered $$L_2$$ -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. Copyright Springer-Verlag 2013

Suggested Citation

  • Yong-Dao Zhou & Kai-Tai Fang, 2013. "An efficient method for constructing uniform designs with large size," Computational Statistics, Springer, vol. 28(3), pages 1319-1331, June.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:3:p:1319-1331
    DOI: 10.1007/s00180-012-0359-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00180-012-0359-4
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00180-012-0359-4?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Winker, Peter & Fang, Kai-Tai, 1995. "Application of threshold accepting to the evaluation of the discrepancy of a set of points," Discussion Papers, Series II 248, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    2. Fred J. Hickernell, 2002. "Uniform designs limit aliasing," Biometrika, Biometrika Trust, vol. 89(4), pages 893-904, December.
    3. Hong Qin & Mingyao Ai, 2007. "A note on the connection between uniformity and generalized minimum aberration," Statistical Papers, Springer, vol. 48(3), pages 491-502, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zongyi Hu & Jiaqi Liu & Yi Li & Hongyi Li, 2021. "Uniform augmented q-level designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(7), pages 969-995, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. E. Androulakis & C. Koukouvinos, 2013. "A new variable selection method for uniform designs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(12), pages 2564-2578, December.
    2. Fasheng Sun & Jie Chen & Min-Qian Liu, 2011. "Connections between uniformity and aberration in general multi-level factorials," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(3), pages 305-315, May.
    3. Chatterjee, Kashinath & Qin, Hong, 2008. "A new look at discrete discrepancy," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2988-2991, December.
    4. Hong Qin & Na Zou & Kashinath Chatterjee, 2009. "Connection between uniformity and minimum moment aberration," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 79-88, June.
    5. Zong-Feng Qi & Xue-Ru Zhang & Yong-Dao Zhou, 2018. "Generalized good lattice point sets," Computational Statistics, Springer, vol. 33(2), pages 887-901, June.
    6. Yong-Dao Zhou & Hongquan Xu, 2014. "Space-Filling Fractional Factorial Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1134-1144, September.
    7. Staszewska-Bystrova, Anna & Winker, Peter, 2013. "Constructing narrowest pathwise bootstrap prediction bands using threshold accepting," International Journal of Forecasting, Elsevier, vol. 29(2), pages 221-233.
    8. Chipman, J. & Winker, P., 2005. "Optimal aggregation of linear time series models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 311-331, April.
    9. Lyra, M. & Paha, J. & Paterlini, S. & Winker, P., 2010. "Optimization heuristics for determining internal rating grading scales," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2693-2706, November.
    10. Björn Fastrich & Peter Winker, 2012. "Robust portfolio optimization with a hybrid heuristic algorithm," Computational Management Science, Springer, vol. 9(1), pages 63-88, February.
    11. Marianna Lyra & Akwum Onwunta & Peter Winker, 2015. "Threshold accepting for credit risk assessment and validation," Journal of Banking Regulation, Palgrave Macmillan, vol. 16(2), pages 130-145, April.
    12. Li, Peng-Fei & Liu, Min-Qian & Zhang, Run-Chu, 2004. "Some theory and the construction of mixed-level supersaturated designs," Statistics & Probability Letters, Elsevier, vol. 69(1), pages 105-116, August.
    13. Rong-Xian Yue & Kashinath Chatterjee, 2010. "Bayesian U-type design for nonparametric response surface prediction," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(2), pages 219-231, September.
    14. Manfred GILLI & Peter WINKER, 2008. "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series 08-12, Swiss Finance Institute.
    15. Narayanaswamy Balakrishnan & Hong Qin & Kashinath Chatterjee, 2016. "Generalized projection discrepancy and its applications in experimental designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(1), pages 19-35, January.
    16. Ludovic Gaudard & Jeannette Gabbi & Andreas Bauder & Franco Romerio, 2016. "Long-term Uncertainty of Hydropower Revenue Due to Climate Change and Electricity Prices," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(4), pages 1325-1343, March.
    17. Lin, D.K.J. & Sharpe, C. & Winker, P., 2010. "Optimized U-type designs on flexible regions," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1505-1515, June.
    18. Kang Wang & Zujun Ou & Jiaqi Liu & Hongyi Li, 2021. "Uniformity pattern of q-level factorials under mixture discrepancy," Statistical Papers, Springer, vol. 62(4), pages 1777-1793, August.
    19. A. M. Elsawah & Hong Qin, 2017. "Optimum mechanism for breaking the confounding effects of mixed-level designs," Computational Statistics, Springer, vol. 32(2), pages 781-802, June.
    20. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:28:y:2013:i:3:p:1319-1331. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.