Jun Li and Peter Z. G. Qian (2013). Construction of nested (nearly) orthogonal designs for computer experiments. Vol. 23, No. 1, 451-466.

Statistica Sinica 23 (2013), 451-466

doi:http://dx.doi.org/10.5705/ss.2011.092

CONSTRUCTION OF NESTED (NEARLY)

ORTHOGONAL DESIGNS

FOR COMPUTER EXPERIMENTS

Jun Li and Peter Z. G. Qian

Opera Solutions and University of Wisconsin-Madison

Abstract: We propose several methods for constructing nested (nearly) orthogonal designs intended for multi-fidelity computer experiments. Such designs are two (nearly) orthogonal designs with one nested within the other. Our methods exploit nesting in such discrete structures as fractional factorial designs, Hadamard matrices, and rotation matrices. Examples are given illustrating the proposed methods.

Key words and phrases: Computer experiment, design of experiments, Hadamard matrix, Latin hypercube design, nested Hadamard matrix, nested Latin hypercube design, orthogonal array, space-filling design.