Statistica Sinica 19 (2009), 287-300

NESTED SPACE-FILLING DESIGNS FOR

COMPUTER EXPERIMENTS

WITH TWO LEVELS OF ACCURACY

Peter Z. G. Qian$^1$, Boxin Tang$^2$ and C. F. Jeff Wu$^3$

$^1$University of Wisconsin, $^2$Simon Fraser University and $^3$Georgia Tech.

Abstract: Computer experiments with different levels of accuracy have become prevalent in many engineering and scientific applications. Design construction for such computer experiments is a new issue because the existing methods deal almost exclusively with computer experiments with one level of accuracy. In this paper, we construct some nested space-filling designs for computer experiments with two levels of accuracy. Our construction makes use of Galois fields and orthogonal arrays.