Level permutation method for constructing uniform designs under the wrap-around L2-discrepancy

Authors:
Gang Xu;Jian Zhang;Yu Tang
Affiliations:
-;-;-
Venue:
Journal of Complexity
Year:
2014

Citing 5
Cited 0

Random number generation and quasi-Monte Carlo methods

Random number generation and quasi-Monte Carlo methods
A generalized discrepancy and quadrature error bound

Mathematics of Computation
Lower bounds for centered and wrap-around L2-discrepancies and construction of uniform designs by threshold accepting

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Design and Modeling for Computer Experiments (Computer Science & Data Analysis)

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Constructing uniform designs: A heuristic integer programming method

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Abstract

A new method for constructing uniform designs under the wrap-around L"2-discrepancy by permuting levels of factors is provided. By considering level permutation, the relationship between average wrap-around L"2-discrepancy and generalized wordlength pattern is obtained. Based on it, a general method for searching designs with smaller wrap-around L"2-discrepancies is proposed. Some special properties of wrap-around L"2-discrepancy can be used to make our algorithm much more efficient. Numerical results indicate that our method is better than existing ones.