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

We study the uniformity of two- and three-level U-type designs based on the centered and wrap-around L2-discrepancies. By analyzing the known formulae, we find it possible to reexpress them as functions of column balance, and also as functions of Hamming distances of the rows. These new representations allow to obtain two kinds of lower bounds, which can be used as bench marks in searching uniform U-type designs. An efficient updating procedure for the local search heuristic threshold accepting is developed based on these novel formulations of the centered and wrap-around L2-discrepancies. Our implementation of this heuristic for the two- and three-level case efficiently generates low discrepancy U-type designs. Their quality is assessed using the available lower bounds.

[1]  P. Hellekalek,et al.  Random and Quasi-Random Point Sets , 1998 .

[2]  Kai-Tai Fang,et al.  A connection between uniformity and aberration in regular fractions of two-level factorials , 2000 .

[3]  K. Fang,et al.  Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points , 1997 .

[4]  R. Caflisch Monte Carlo and quasi-Monte Carlo methods , 1998, Acta Numerica.

[5]  Peter Winker Optimization Heuristics in Econometrics : Applications of Threshold Accepting , 2000 .

[6]  Yizhou Sun,et al.  SUPERSATURATED DESIGN WITH MORE THAN TWO LEVELS , 2001 .

[7]  Fred J. Hickernell,et al.  A generalized discrepancy and quadrature error bound , 1998, Math. Comput..

[8]  Peter Winker,et al.  Optimal U—Type Designs , 1998 .

[9]  Xuan Lu,et al.  A systematical procedure in the construction of multi-level supersaturated design , 2003 .

[10]  Yong Zhang,et al.  Uniform Design: Theory and Application , 2000, Technometrics.

[11]  Fred J. Hickernell,et al.  MINIMUM DISCREPANCY IN 2-LEVEL SUPERSATURATED , 2003 .

[12]  FangKai-Tai,et al.  Centered L2-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs , 2002 .

[13]  Yuan Wang,et al.  Some Applications of Number-Theoretic Methods in Statistics , 1994 .

[14]  Richard W. Hamming,et al.  Error detecting and error correcting codes , 1950 .

[15]  Kai-Tai Fang,et al.  UNIFORM DESIGNS BASED ON LATIN SQUARES , 1999 .

[16]  Peter Winker,et al.  Centered L2-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs , 2002, Math. Comput..

[17]  Eva Riccomagno,et al.  Experimental Design and Observation for Large Systems , 1996, Journal of the Royal Statistical Society: Series B (Methodological).

[18]  F. J. Hickernell Lattice rules: how well do they measure up? in random and quasi-random point sets , 1998 .