Designing a computer experiment that involves switches

Abstract

The use of Gaussian process emulators is now widespread in the analysis of computer experiments. These methods generally assume that all the simulator inputs are continuous. In this paper we consider the design problem for the case where one or more simulator inputs is a switch, a factor that can take the values on or off. We propose two possible designs: One based on Sobol sequences and one on Latin Hypercubes. In both cases a small, but space filling, subset of simulator runs are carried out at both switch settings. This design is then nested within larger space filling designs one for each of the switch settings. If the switch is found to not affect the results these two designs can be combined into a much larger also space tilling design