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DAE

Seminar

Bridge Designs for Modeling Systems with Small Error Variance

Jones, B (SAS Institute, Inc.)
Tuesday 06 September 2011, 16:00-16:30

Seminar Room 1, Newton Institute

Abstract

A necessary characteristic of designs for deterministic computer simulations is that they avoid replication. This characteristic is also necessary for one-dimensional projections of the design, since it may turn out that only one of the design factors has any non-negligible effect on the response. Latin Hypercube designs have uniform one-dimensional projections are not efficient for fitting low order polynomials when there is a small error variance. D-optimal designs are very efficient for polynomial fitting but have substantial replication in projections. We propose a new class of designs that bridge the gap between Latin Hypercube designs and D-optimal designs. These designs guarantee a minimum distance between points in any one-dimensional projection. Subject to this constraint they are D-optimal for any pre-specified model.

Presentation

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