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Optimal U—Type Designs

  • Peter Winker
  • Kai-Tai Fang
Part of the Lecture Notes in Statistics book series (LNS, volume 127)

Abstract

Designs with low discrepancy are of interest in many areas of statistical work. U—type designs are among the most widely studied design classes. In this paper a heuristic global optimization algorithm, Threshold Accepting, is used to find optimal U—type designs (uniform designs) or at least good approximations to uniform designs. As the evaluation of the discrepancy of a given point set is performed by an exact algorithm, the application presented here is restricted to small numbers of experiments in low dimensional spaces. The comparison with known optimal results for the two—factor uniform design and good designs for three to five factors shows a good performance of the algorithm.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Peter Winker
    • 2
  • Kai-Tai Fang
    • 1
  1. 1.Dept. of Economics and StatisticsUniversity of KonstanzKonstanzGermany
  2. 2.Dept. of MathematicsHong Kong Baptist UniversityKowloon Tong Hong KongChina

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