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題 名 | Selecting Latin Hypercubes Using Correlation Criteria |
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作 者 | Tang,Boxin; | 書刊名 | Statistica Sinica |
卷 期 | 8:3 1998.07[民87.07] |
頁 次 | 頁965-977 |
分類號 | 319.537 |
關鍵詞 | 典型相關; 拉丁起立方; Canonical correlation; Computer experiments; Exploratory designs; |
語 文 | 英文(English) |
英文摘要 | Latin hypercube designs have recently found wide applications both in design of experiment and in numerical integration. An important property of this class of designs is that they achieve uniformity in each university margin. In this article we study the use of correlation criteria to select a Latin hypercube. We introduce the polynomial canonical correlation of two vectors and argue that a design which has a small polynomial canonical correlation for each pair of its columns is preferred. An algorithm for reducing polynomial canonical correlations of a Latin hypercube is developed. The implementation oft eh algorithm is discussed, and its performance investigated. Comparison with Owen’s algorithm is also made. |
本系統中英文摘要資訊取自各篇刊載內容。