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Statistica Sinica 25 (2015), 1567-1581

DESIGN FOR COMPUTER EXPERIMENTS
WITH QUALITATIVE AND QUANTITATIVE FACTORS
Xinwei Deng, Ying Hung and C. Devon Lin
Virginia Tech, Rutgers University and Queen’s University

Abstract: We introduce a new class of designs, marginally coupled designs, for computer experiments with both qualitative and quantitative variables. These designs maintain an economic run size with attractive space-filling properties. The design points for quantitative factors form a Latin hypercube design. In addition, for each level of any qualitative factor of a marginally coupled design, the corresponding design points for quantitative factors form a small Latin hypercube design. Existence of the proposed designs is studied. Constructions are provided for various types of designs with qualitative factors.

Key words and phrases: Difference scheme, fold-over design, latin square, mixed level, orthogonal array, resolvable orthogonal array.

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