Graduation Year

2018

Document Type

Thesis

Degree

M.A.

Degree Name

Master of Arts (M.A.)

Degree Granting Department

Mathematics and Statistics

Major Professor

Lu Lu, Ph.D.

Committee Member

Kandethody Ramachandran, Ph.D.

Committee Member

Dan Shen, Ph.D.

Keywords

Gaussian Process, Screening design, Space-filling design, Pareto front search algorithms

Abstract

Latin hypercube designs (LHDs) have broad applications in constructing computer experiments and sampling for Monte-Carlo integration due to its nice property of having projections evenly distributed on the univariate distribution of each input variable. The LHDs have been combined with some commonly used computer experimental design criteria to achieve enhanced design performance. For example, the Maximin-LHDs were developed to improve its space-filling property in the full dimension of all input variables. The MaxPro-LHDs were proposed in recent years to obtain nicer projections in any subspace of input variables. This thesis integrates both space-filling and projection characteristics for LHDs and develops new algorithms for constructing optimal LHDs that achieve nice properties on both criteria based on using the Pareto front optimization approach. The new LHDs are evaluated through case studies and compared with traditional methods to demonstrate their improved performance.

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