Sliced Full Factorial-Based Latin Hypercube Designs as a Framework for a Batch Sequential Design Algorithm

• Published in: Technometrics 2017-01, Vol.59 (1), p.11-22
• Main Authors: Duan, Weitao, Ankenman, Bruce E., Sanchez, Susan M., Sanchez, Paul J.
• Format: Article
• Language: English
• Subjects: Algorithms; Computer experiments; Computer model; Computer simulation; Design; Design of experiments; Discrete event systems; Experiments; Finite element method; Hypercubes; Metamodels; Orthogonality; Simulation; Simulation experiments; Space filling design
• ISSN: 0040-1706; 1537-2723
• DOI: 10.1080/00401706.2015.1108233

When fitting complex models, such as finite element or discrete event simulations, the experiment design should exhibit desirable properties of both projectivity and orthogonality. To reduce experimental effort, sequential design strategies allow experimenters to collect data only until some measure of prediction precision is reached. In this article, we present a batch sequential experiment design method that uses sliced full factorial-based Latin hypercube designs (sFFLHDs), which are an extension to the concept of sliced orthogonal array-based Latin hypercube designs (OALHDs). At all stages of the sequential design, good univariate stratification is achieved. The structure of the FFLHDs also tends to produce uniformity in higher dimensions, especially at certain stages of the design. We show that our batch sequential design approach has good sampling and fitting qualities through both empirical studies and theoretical arguments. Supplementary materials are available online.