Multi-Layer Designs for Computer Experiments

Abstract

Space-filling designs such as Latin hypercube designs (LHDs) are widely used in computer experiments. However, finding an optimal LHD with good space-filling properties is computationally cumbersome. On the other hand, the well-established factorial designs in physical experiments are unsuitable for computer experiments owing to the redundancy of design points when projected onto a subset of factor space. In this work, we present a new class of space-filling designs developed by splitting two-level factorial designs into multiple layers. The method takes advantage of many available results in factorial design theory and therefore, the proposed multi-layer designs (MLDs) are easy to generate. Moreover, our numerical study shows that MLDs can have better space-filling properties than optimal LHDs.