Nested strong orthogonal arrays

Abstract

Nested space-filling designs are popular for conducting multiple computer experiments with different levels of accuracy. Strong orthogonal arrays (SOAs) are a special type of space-filling designs which possess attractive low-dimensional stratifications. Combining these two kinds of designs, we propose a new type of design called a nested strong orthogonal array. Such a design is a special nested space-filling design that consists of two layers, i.e., the large SOA and the small SOA, where they enjoy different strengths, and the small one is nested in the large one. The proposed construction method is easy to use, capable of accommodating a larger number of columns, and the resulting designs possess better stratifications than the existing nested space-filling designs in two dimensions. The construction method is based on regular second order saturated designs and nonregular designs. Some comparisons with the existing nested space-filling designs are given to show the usefulness of the proposed designs.