Space-Filling Designs for Multi-Layer Nested Factors

Abstract

This articles considers computer experiments where levels for continuous factors are selected in sequential order with the level selected for one factor directly a ecting the range of possible levels for the nested factor, and so on for a nite number of factors. In addition, we assume the nested relationships between the factors have no closed form solution. In this paper, we propose an approach for constructing a multi-layer nested factor design, or multi-NFD for short. This space- lling design approach takes advan- tage of the maximin criterion and can be analyzed using a standard Gaussian process model. While the multi-NFD approach can be adapted for future computer experi- ments involving factor relationships of this type, we present results from a particular aerospace computer simulation study.