IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v43y2016i12p2280-2294.html
   My bibliography  Save this article

Asymmetric uniform designs based on mixture discrepancy

Author

Listed:
  • A. M. Elsawah
  • Hong Qin

Abstract

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 ( $ {\mathcal {MD}} $ MD), and showed that $ {\mathcal {MD}} $ MD may be a better uniformity measure than other discrepancies. In this paper, we discuss in depth the $ {\mathcal{MD}} $ 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 $ {\mathcal {MD}} $ 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.

Suggested Citation

  • A. M. Elsawah & Hong Qin, 2016. "Asymmetric uniform designs based on mixture discrepancy," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(12), pages 2280-2294, September.
  • Handle: RePEc:taf:japsta:v:43:y:2016:i:12:p:2280-2294
    DOI: 10.1080/02664763.2016.1140727
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2016.1140727
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/02664763.2016.1140727?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. Elsawah, A.M. & Qin, Hong, 2015. "A new strategy for optimal foldover two-level designs," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 116-126.
    3. Elsawah, A.M. & Qin, Hong, 2015. "Mixture discrepancy on symmetric balanced designs," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 123-132.
    4. Elsawah, A.M. & Qin, Hong, 2015. "Lee discrepancy on symmetric three-level combined designs," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 273-280.
    5. 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.
    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. Elsawah, A.M., 2016. "Constructing optimal asymmetric combined designs via Lee discrepancy," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 24-31.
    2. A. M. Elsawah & Kai-Tai Fang, 2018. "New results on quaternary codes and their Gray map images for constructing uniform designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(3), pages 307-336, April.
    3. Bochuan Jiang & Fei Wang & Yaping Wang, 2022. "Construction of uniform mixed-level designs through level permutations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(6), pages 753-770, August.
    4. A. M. Elsawah & Kai-Tai Fang & Xiao Ke, 2021. "New recommended designs for screening either qualitative or quantitative factors," Statistical Papers, Springer, vol. 62(1), pages 267-307, February.

    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. Elsawah, A.M., 2016. "Constructing optimal asymmetric combined designs via Lee discrepancy," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 24-31.
    2. A. M. Elsawah, 2021. "Multiple doubling: a simple effective construction technique for optimal two-level experimental designs," Statistical Papers, Springer, vol. 62(6), pages 2923-2967, December.
    3. 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.
    4. Elsawah, A.M. & Qin, Hong, 2015. "Mixture discrepancy on symmetric balanced designs," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 123-132.
    5. Bochuan Jiang & Yaping Wang & Mingyao Ai, 2022. "Search for minimum aberration designs with uniformity," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(2), pages 271-287, April.
    6. 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.
    7. Manfred Gilli & Enrico Schumann, 2012. "Heuristic optimisation in financial modelling," Annals of Operations Research, Springer, vol. 193(1), pages 129-158, March.
    8. 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.
    9. 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.
    10. 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.
    11. A. M. Elsawah & Kai-Tai Fang & Xiao Ke, 2021. "New recommended designs for screening either qualitative or quantitative factors," Statistical Papers, Springer, vol. 62(1), pages 267-307, February.
    12. Elsawah, A.M. & Qin, Hong, 2015. "A new strategy for optimal foldover two-level designs," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 116-126.
    13. 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.
    14. Liuping Hu & Kashinath Chatterjee & Jiaqi Liu & Zujun Ou, 2020. "New lower bound for Lee discrepancy of asymmetrical factorials," Statistical Papers, Springer, vol. 61(4), pages 1763-1772, August.
    15. Chipman, J. & Winker, P., 2005. "Optimal aggregation of linear time series models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 311-331, April.
    16. Bochuan Jiang & Fei Wang & Yaping Wang, 2022. "Construction of uniform mixed-level designs through level permutations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(6), pages 753-770, August.
    17. 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.
    18. Björn Fastrich & Peter Winker, 2012. "Robust portfolio optimization with a hybrid heuristic algorithm," Computational Management Science, Springer, vol. 9(1), pages 63-88, February.
    19. 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.
    20. Frauke Schleer, 2015. "Finding Starting-Values for the Estimation of Vector STAR Models," Econometrics, MDPI, vol. 3(1), pages 1-26, January.

    More about this item

    Statistics

    Access and download statistics

    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:taf:japsta:v:43:y:2016:i:12:p:2280-2294. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    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.