Designing simulation experiments with controllable and uncontrollable factors

Abstract

In this study we propose a new method for designing computer experiments inspired by the split plot designs used in physical experimentation. The basic layout is that each set of controllable factor settings corresponds to a whole plot for which a number of subplots, each corresponding to one combination of settings of the uncontrollable factors, is employed. The caveat is a desire that the subplots within each whole plot cover the design space uniformly. A further desire is that in the combined design, where all experimental runs are considered at once, the uniformity of the design space coverage should be guaranteed. Our proposed method allows for a large number of uncontrollable and controllable settings to be run in a limited number of runs while uniformly covering the design space for the uncontrollable factors.