Abstract
Highly efficient designs and uniform designs are widely applied in many fields because of their good properties. The purpose of this paper is to study the issue of design efficiency for asymmetric minimum projection uniform designs. Based on the centered discrepancy, the uniformity of the designs with mixed levels is defined, which is used to measure the projection uniformity of the designs. The analytical relationship between the uniformity pattern and the design efficiency is established for mixed-level orthogonal arrays with a strength of two. Moreover, a tight lower bound of the uniformity pattern is presented. The research is relevant in the field of experimental design by providing a theoretical basis for constructing the minimum number of projection uniform designs with a high design efficiency under a certain condition. These conclusions are verified by some numerical examples, which illustrate the theoretical results obtained in this paper.
Keywords:
uniformity pattern; design efficiency; centered L2 discrepancy; lower bound; projection uniform design MSC:
62K15; 62K05
1. Introduction
The uniform designs proposed in [1,2] have been widely used in physical and computer experiments. It requires design points that are uniformly scattered over the experimental domain. Generally, the overall uniformity of the design is often considered, and the projection uniformity of the design in low dimensions is ignored. By the effect sparsity principle, the number of relatively important factors is small in an experiment, so it is necessary to study the projection uniformity of the designs. The authors of [3] first defined the projection discrepancy pattern to measure the projection uniformity of designs based on discrete discrepancy. The authors of [4] proposed the minimum projection uniformity criterion under the centered discrepancy to measure the projection uniformity of designs with two levels and established the relationship between the generalized minimum aberration criterion [5] and the orthogonality criterion [6]. Similar conclusions are obtained for multi-level and mixed-level ones [7,8,9,10]. These theoretical results show that the minimum projection uniformity criterion is equivalent to some other design screening criteria, which provides a theoretical basis for the statistical rationality of the projection uniformity of designs.
According to the maximum estimation capacity of the designs, the design efficiency criterion is proposed, which concerns models included the general mean, i.e., all of the main effects and a selection of two-factor interactions (for more information, one can refer to [11]). Design efficiency criterion are closely associated with minimum aberration or generalized minimum aberration criteria [11,12,13]. The authors of [14] studied the design efficiency of minimum projection uniform designs with two levels, which shows that the minimum projection uniformity criterion is equivalent to the design efficiency criterion under a certain condition. The authors of [15] transformed the designs in [14] into q-level designs.
This paper aims at transforming the designs in [15] into mixed-level designs. The relationship between the uniformity pattern, generalized wordlength pattern and design efficiency is established, and the design efficiency of the minimum projection uniform designs are discussed. This paper is organized as follows: Section 2 presents some basic concepts and notations. Section 3 discusses the design efficiency of mixed-level minimum projection uniform designs. Section 4 provides a tight, lower bound uniformity pattern. Some illustrate examples are presented in Section 5. Section 6 presents some concluding remarks.
2. Notations and Preliminaries
Let be a set of n-run, -factor U-type designs with levels from . For any design of , design d is called an orthogonal array with the strength t if all of the possible level combinations of any t columns in a design d occur an equal number of times, denoted as . The U-type designs are an orthogonal array with a strength of one. A typical treatment combination of a design d is defined by , where , , . Let and F, respectively, be the sets of all the and treatment combinations that are lexicographically ordered.
2.1. Generalized Minimum Aberration Criterion
For any design of , , , the distance distribution of d is defined by
where is the Hamming distance between the i-th and k-th rows (the number of places where they differ), and is the cardinality of the set . is the coincidence number between two rows i and k.
The MacWilliams transforms of the distance distribution are
for and , where is the Krawtchouk polynomial, . For , it is defined as
the vector is called the generalized wordlength pattern (GWLP). For two designs, and , let r be the smallest integer that makes , , and for ; this shows that design has fewer aberrations than design has. In any design at the same scale, no design has fewer aberrations than has; design has a generalized minimum aberration (GMA) (for more information, one can refer to [5]).
2.2. Orthogonality Criterion
For , let be number of treatment combinations z in . For , let be a vector with elements for all of the elements arranged in lexicographic order. Let be a vector with elements arranged in lexicographic order.
We denote as a vector with all of the elements in unity and as a identity matrix, , while the s-fold Kronecker products of , and are denoted by , and , respectively. For , , , , let , ,, where ⊗ is the Kronecker product. Let and the members of be lexicographically ordered, and the size of is . For , let be the subset of consisting of those binary -tuples, which has ones in and ones in . We define the matrix as . For , we define it as
In [6], the vector is called the B vector. The difference between d and the orthogonal array with strength t can be measured by . The orthogonality criterion is to sequentially minimize .
2.3. Projection-Centered Discrepancy
For , we define it as . For any , , let , . For any design of , we define it as and let denote the projection designs of d onto u. In [16], the projection-centered discrepancy of design d onto u is denoted by , whose square value can be computed by
where for any fixed i and , .
2.4. Design Efficiency Criterion
For any design of , under the effect sparsity principle, the three- or more factor interactions are ignored, and only the main effects and some two-factor interactions are considered. Let be the collection of all of the sets of h two-factor interactions, , . For , denotes the model composed of only the general mean, all of the main effects and the h two-factor interactions in c; is the model matrix under . The D-criterion aims at maximizing the determinant of the matrix (i.e., . If one wishes to include h two-factor interactions in the model, but they have no prior knowledge on which h should be included, then it makes sense to consider the average of over all of . However, it is difficult to handle the D-criterion algebraically, and the minimization of trace of (i.e., ) is a good surrogate for the maximization of . In [11], it is defined as
the design efficiency criterion aims at studying designs that keep small for each h, especially for smaller values of h, which are more relevant under the effect sparsity principle.
3. Design Efficiency of Mixed - and -Level Minimum Projection Uniform Designs
In this section, the design efficiency of mixed - and -level minimum projection uniform designs is discussed under the centered discrepancy.
For any design of , when all of the possible permutations for each factor of a design d are considered, we can obtain combinatorially isomorphic designs, and the set of these designs is denoted as . Similarly, we denote as the set of the projection designs of combinatorially isomorphic designs. The average-centered discrepancy value of all of the designs in is denoted by , which is
The relationship between and the distance distribution is presented in the following lemma.
Lemma 1.
For any design , , . Then
when is odd, is even,
when and are odd,
when and are even,
Proof of Lemma 1.
Similar to the proof of Theorem 3.1 in [17], is found when is odd and is even, and we have
Combined with the definitions of , and (7), (8) proves and , which are are similar to . □
When design d is an , for and , all of the possible -level combinations of the projection design occur equally, often in any of the g columns. With row , it is easy to obtain that .
when is odd, is even, and the third term of (8) can be expressed as
so, (8) can be abbreviated as
Similarly for , when and are odd, (9) can be abbreviated as
when and are even, (10) can be abbreviated as
The following definition provides the uniformity pattern of design d under the centered discrepancy.
Definition 1.
For any design , , ,
when is odd, is even,
when and are odd,
while when and are even,
The vector is called the uniformity pattern of design d.
According to Definition 1 and (11), (12) and (13), the following theorem can be obtained.
Theorem 1.
For a design , if and only if for , and , design d is an .
Theorem 1 indicates that there is a close relationship between of design d and an orthogonal array with a strength of t, which is to say that the closer is to 0, then the closer the projection design is to the orthogonal arrays with a strength of t. It is shown that when the average-centered discrepancy of the projection designs is small, the orthogonality of the projection designs is also good. From the projection uniformity point of view, the uniformity pattern may be used as a measure used to evaluate and compare the designs.
The definition of the minimum projection uniformity criterion is given below.
Definition 2.
For two designs and in , let be the smallest integer that makes , and for , and then has better projection uniformity than dies if . In any design of the same scale, no other design = has better projection uniformity than design does; design is called the minimum projection uniform design.
The following theorem builds a relationship between and .
Theorem 2.
For any design , , . Then
when is odd, is even,
when and are odd,
while when and are even,
where , .
Proof of Theorem 2.
when is odd, is even,
if we combine with ,
(14) remains the same and (15) can be obtained using simple algebra from (14) and mathematical induction; the proofs of and are similar to , so Theorem 2 is proved. □
When in Theorem 2, the following corollary is obtained, which is consistent with the conclusion in [15].
Corollary 1.
For any design , , . Then
when q is odd,
when q is even,
In order to discuss the design efficiency of minimum projection uniform designs, the relationship between and is firstly presented in the following lemma.
Lemma 2.
For any design , , . Then
when is odd, is even,
when and are odd,
while when and are even,
Proof of Lemma 2.
In [18], , and if we combine it with Theorem 2, Lemma 2 is proved. □
When design d is an , for any , , , we have the relationships between design efficiency and in the B vector and the related quantities in [11].
where is a constant that may depend on and h. and are the levels of the jth, kth and lth factors in design d, respectively. , , , is the binary s-tuple that has ones in the jth, kth and lth levels and zeros elsewhere, while is the set of all of the ordered triplets and l.
The following theorem builds a relationship between , and , where .
Theorem 3.
Let design d be an . Then
when is odd, is even,
when and are odd,
while when and are even,
where
Proof of Theorem 3.
The proof of Theorem 3 is obtained by combining Lemma 2 and (26). □
Theorem 3 shows that the design efficiency of an orthogonal array with a strength of two depends on , where . In particular, when design d is an ,
, for , we can obtain the following corollary.
Corollary 2.
Let design d be an . Then
when is odd, is even,
when and are odd,
while when and are even,
where , and are , and , which satisfy in Theorem 3.
Corollary 2 indicates that for an orthogonal array with a strength of three, the MPU criterion is completely equivalent to the design efficiency criterion.
4. A Lower Bound of Uniformity Pattern
This section gives a lower bound of the uniformity pattern in Definition 1; the lower bound provides a basis for measuring the uniformity of the projection designs. Two lemmas are given below, which are important to obtain the lower bound of the uniformity pattern.
Lemma 3.
For any design , , , we have
when is odd, is even,
when and are odd,
while when and are even,
Lemma 3 is obvious, so the proof is omitted.
Lemma 4 ([19]).
Let , be two sets of non-negative real numbers and satisfy , . For , let , and , where . Denote as the ordered arrangements of the distinct possible values of , where . For any integer r,
where v is the largest integer, such that , P and Q are non-negative integers, such that and .
A lower bound of the uniformity pattern of design d is given in the following lemma.
Lemma 5.
For any design , , , we have
when is odd, is even,
where is the largest integer, such that , and are non-negative real numbers, such that and , ;
when and are odd,
where is the largest integer, such that , and are non-negative real numbers, such that and , ;
when and are even,
where is the largest integer, such that , and are non-negative real numbers, such that and , .
Proof of Lemma 5.
when is odd, is even, and from Definition 1 and Lemma 3,
and by Lemma 4,
The proofs of and are similar to , so Lemma 5 is proved. □
Next, another lower bound of the uniformity pattern is obtained.
Lemma 6.
For any design , , , we have
when is odd, is even,
when and are odd,
while when and are even,
where is the largest integer that is less than or equal to .
Proof of Lemma 6.
when is odd, is even, let
where the diagonal elements in and are and respectively, and the rest of them are and respectively. We denote , where
Let , so
for any , the elements of vector are non-negative integers with a sum of n. So, from [18], we have
So
if we combine (37) and (38), is proved, and the proofs of and are similar to , so Lemma 6 is proved. □
By combining Lemmas 5 and 6, we can give a more general lower bound of the uniformity pattern for any design , as follows.
Theorem 4.
For any design , , , we have
where
Theorem 4 gives a lower bound of the uniformity pattern of a design d. The lower bound can be used to measure the uniformity of the projection designs.
5. Numerical Examples
In this section, some numerical examples are provided to illustrate our theoretical results.
Example 1.
Consider the two designs and , which are as follows. By calculating the degrees of freedom, when the model contains four or more two-factor interactions, the matrix is singular. Hence, we consider , . Using (3), (5), (27) and Definition 1, the GWLP, the B vector, the design efficiency and the uniformity pattern of and are obtained, and specific numerical results are listed in Table 1.
Table 1.
Numerical results of Example 1.
From Table 1, it is shown that is better than in terms of the GMA, orthogonality, design efficiency and MPU criteria.
Example 2.
Considerthe two designs and , which are orthogonal arrays from http://pietereendebak.nl/oapage/ (accessed on 10 December 2022). Using (3), (5), (28) and Definition 1, the GWLP, the B vector, the design efficiency and the uniformity pattern of and are obtained, and specific numerical results are listed in Table 2.
Table 2.
Numerical results of Example 2.
From Table 2, it is shown that is better than in terms of the GMA, orthogonality, design efficiency and MPU criteria.
Example 3.
Consider the two designs, and , which are as follows. Using (3), (5), (29) and Definition 1, the GWLP, the B vector, the design efficiency and the uniformity pattern of and are obtained, and specific numerical results are listed in Table 3.
Table 3.
Numerical results of Example 3.
From Table 3, it is shown that is better than in terms of the GMA, orthogonality, design efficiency and MPU criteria.
Example 4.
Considerthe following designs and .
By Definition 1 and Theorem 4, the uniformity patterns and lower bounds of and are listed in Table 4.
Table 4.
Numerical results of Example 4.
From Table 4, it is obvious that for ; , while for . Designs and are the minimum projection uniform designs under the centered discrepancy.
Example 5.
Consider the following designs and .
By Definition 1 and Theorem 4, the uniformity patterns and their lower bounds of and are listed in Table 5.
Table 5.
Numerical results of Example 5.
From Table 5, it is obvious that , for . Designs and are the minimum projection uniform designs under the centered discrepancy.
Example 6.
Considerthe following designs and .
By Definition 1 and Theorem 4, the uniformity patterns and their lower bounds of and are listed in Table 6.
Table 6.
Numerical results of Example 6.
Table 6 shows that , , . It shows that designs and are the minimum projection uniform designs under the centered discrepancy.
6. Conclusions
In this paper, the relationship between the projection uniformity and design efficiency of mixed - and -level designs is explored under the centered discrepancy. The results show that when the design is an orthogonal array with a strength of three, the projection uniformity is equivalent to the design efficiency. Furthermore, a tight lower bound of the uniformity pattern is also obtained, which can serve as a benchmark for measuring the minimum projection uniform designs.
Author Contributions
Conceptualization, Q.B. and H.L.; methodology, Q.B. and H.L.; validation, Q.B., S.Z. and J.T.; writing—original draft preparation, Q.B. and H.L.; writing—review and editing, Q.B., H.L., S.Z. and J.T. All authors have read and agreed to the published version of the manuscript.
Funding
This work was partially supported by the National Natural Science Foundation of China (Nos. 12161040; 11961027; 11701213; 11871237); Scientific Research Plan Item of Hunan Provincial Department of Education (No. 22A0355); Natural Science Foundation of Hunan Province (No. 2021JJ30550); Graduate Scientific Research and Innovation Item of Jishou University (No. JGY2022076).
Data Availability Statement
Not applicable.
Conflicts of Interest
The authors declare no conflict of interest.
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