Benchmarking Low-Dimensional Projection Uniformity in Mixed Two- and Three-Level Designs
Keywords:
Uniformity, Discrepancy, Lower bound, ProjectionAbstract
The uniformity of low-dimensional projections is a fundamental consideration in the construction of experimental designs, particularly in screening experiments where the effect hierarchy principle dictates that lower-order effects dominate. This paper provides comprehensive benchmarks for assessing this uniformity in mixed two- and three-level balanced designs—a class of designs ubiquitous in industrial, pharmaceutical, and computer experiments. We investigate the projection-weighted symmetric discrepancy (PWSDisc) as a uniformity criterion that explicitly prioritizes low-dimensional projections. A closed-form analytical expression for PWSDisc is derived in terms of elementary coincidence counts, revealing its intrinsic combinatorial structure. Building on this representation, we establish a sharp, easily computable lower bound that serves as a gold standard for design optimality. A catalog of lower bounds for practical parameter combinations is provided, offering immediate benchmarks for practitioners. Furthermore, an updated threshold-accepting algorithm incorporating these bounds as a stopping rule is presented, enabling efficient construction of uniform mixed two- and three-level designs. The results fill a critical gap in the theory of projection-based uniformity and have direct applications in computer experiments, robust parameter design, and beyond.
Downloads
References
[1] S.M. Celem, B. Barkahoum, G.K. Vishwakarma, and H. Qin, "Advances in uniform experimental designs: A decade selective review of algorithmic search and deterministic construction methods," textit{Mathematical Applications and Statistical Rigor}, vol. 1(1), p. 1–56, 2026.
[2] A.M. Elsawah, "A novel hybrid algorithm for designing mixed three-and nine-level experiments without modeling assumptions," textit{Communications in Statistics—Simulation and Computation}, vol. 54(4), p. 1003–1037, 2023.
[3] B.B. Prasath, A.M. Elsawah, Z. Liyuan, and K. Poon, "Modeling and optimization of the effect of abiotic stressors on the productivity of the biomass, chlorophyll and lutein in microalgae Chlorella pyrenoidosa," textit{Journal of Agriculture and Food Research}, vol. 5, p. 100163, 2021.
[4] K.T. Fang, "Uniform design: application of number-theoretic methods in experimental design," textit{Acta Mathematicae Applicatae Sinica}, vol. 3, p. 363–372, 1980.
[5] Y. Wang and K.T. Fang, "A note on uniform distribution and experimental design," textit{Chinese Science Bulletin}, vol. 26, p. 485–489, 1981.
[6] K.T. Fang, R.Z. Li, and A. Sudjianto, textit{Design and Modeling for Computer Experiments}. New York: Chapman and Hall/CRC, 2006.
[7]A.M. Elsawah, "Constructing orthogonal maximin distance uniform projection designs for computer experiments," {Journal of Computational and Applied Mathematics}, vol. 473, p. 116902, 2026.
[8] F.J. Hickernell, "Goodness-of-fit statistics, discrepancies and robust designs," textit{Statistics & Probability Letters}, vol. 44, p. 73–78, 1999.
[9] R.X. Yue and F.J. Hickernell, "Robust designs for fitting linear models with misspecification," textit{Statistica Sinica}, vol. 9, p. 1053–1069, 1999.
[10] A.M. Elsawah, "Designing uniform computer sequential experiments with mixture levels using lee discrepancy," textit{Journal of Systems Science and Complexity}, vol. 32, p. 681–708, 2019.
[11]F.J. Hickernell, "A generalized discrepancy and quadrature error bound," textit{Mathematics of Computation}, vol. 67, p. 299–322, 1998.
[12] H. Qin and K.T. Fang, "Discrete discrepancy in factorial designs," textit{Metrika}, vol. 60, p. 59–72, 2004.
[13] Y.D. Zhou, J.H. Ning, and X.B. Song, "Lee discrepancy and its applications in experimental designs," textit{Statistics & Probability Letters}, vol. 78, p. 1933–1942, 2008.
[14] Y.D. Zhou, K.F. Fang, and J.H. Ning, "Mixture discrepancy for quasi-random point sets," textit{Journal of Complexity}, vol. 29, p. 283–301, 2013.
[15] L. He, M. Xie, and J. Ning, "Projection weighted symmetric discrepancy (in Chinese)," textit{Scientia Sinica Mathematica}, vol. 50, p. 629–644, 2020.
[16] K.T. Fang, D. Maringer, Y. Tang, and P. Winker, "Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels," textit{Mathematics of Computation}, vol. 75, p. 859–878, 2005.
[17] K.T. Fang, X. Lu, and P. Winker, "Lower bounds for centered and wrap-around $L_2$-discrepancies and construction of uniform designs by threshold accepting," textit{Journal of Complexity}, vol. 19, p. 692–711, 2003.
[18] X. Ke, R. Zhang, and H.J. Ye, "Two- and three-level lower bounds for mixture $L_2$-discrepancy and construction of uniform designs by threshold accepting," textit{Journal of Complexity}, vol. 31(5), p. 741–753, 2015.
[19]A.M. Elsawah, K.T. Fang, P. He, and H. Qin, "Sharp lower bounds of various uniformity criteria for constructing uniform designs," textit{Statistical Papers}, vol. 62(1), p. 1461–1482, 2021.
[20] Y.J. Lei, H. Qin, and N. Zou, "Some lower bounds of centered $L_2$-discrepancy on foldover designs," textit{Acta Mathematica Scientia}, vol. 30A(6), p. 1555–1561, 2010.
[21]A.M. Elsawah and H. Qin, "An efficient methodology for constructing optimal foldover designs in terms of mixture discrepancy," textit{Journal of the Korean Statistical Society}, vol. 45, p. 77–88, 2016.
[22] Y.D. Zhou, H. Xu, and B. Tang, "A lower bound for centered $L_2$ discrepancy on asymmetric factorials and its applications," textit{Science China Mathematics}, vol. 56, p. 1027–1038, 2013.
[23] Z. Wang, H. Qin, and K. Chatterjee, "Lower bounds on the symmetric $L_2$-discrepancy and their application," textit{Communications in Statistics—Theory and Methods}, vol. 36, p. 2413–2423, 2007.
[24] Y. Lei and Z. Ou, "Lower bounds for the symmetric $L_2$-discrepancy of $U$-type designs (in Chinese)," textit{Acta Mathematica Scientica}, vol. 42A, p. 1802–1811, 2022.
[25] H. Zheng, K. Fu, and Y. Xiao, "Lower bounds of projection weighted symmetric discrepancy on uniform designs," textit{Australian & New Zealand Journal of Statistics}, vol. 67(1), p. 104–120, 2025.
[26] A.M. Elsawah and H. Qin, "Lower bound of centered $L_2$-discrepancy for mixed two and three levels $U$-type designs," textit{Journal of Statistical Planning and Inference}, vol. 161, p. 1–11, 2015.
[27] S.M. Celem and H. Qin, "Lower bounds of unanchored discrepancy for mixed-level U-type designs," textit{Mathematical Applications and Statistical Rigor}, vol. 1(1), p. 70–88, 2026.
[28] P. Winker and K.T. Fang, "Optimal U-type design," in textit{Monte Carlo and Quasi-Monte Carlo Methods 1996}, p. 436–448. Springer, 1998.
[29] P. Winker and K.T. Fang, "Optimal U-type design," in textit{Monte Carlo and Quasi-Monte Carlo Methods 1996}, p. 436–448. Springer, 1998.
[30] K.T. Fang, X. Ke, and A.M. Elsawah, "Construction of uniform designs via an adjusted threshold accepting algorithm," textit{Journal of Complexity}, vol. 43, p. 28–37, 2017.
[31] C.J. Wu and M.S. Hamada, textit{Experiments: Planning, Analysis, and Optimization}, Third Edition. John Wiley & Sons, 2021.
[32] A.M. Elsawah and H. Qin, "A new strategy for optimal foldover two-level designs," textit{Statistics & Probability Letters}, vol. 103, p. 116–126, 2015.
[33] A.M. Elsawah, "Improving the space-filling behavior of multiple triple designs," textit{Computational and Applied Mathematics}, vol. 41, p. 180, 2022.
[34] A.M. Elsawah, "Level permutations and factor projections of multiple quadruple designs," textit{Communications in Statistics—Simulation and Computation}, vol. 53(10), p. 4893–4920, 2024.
[35] X. Ke, K.T. Fang, A.M. Elsawah, and Y. Lin, "New non-isomorphic detection methods for orthogonal designs," textit{Communications in Statistics—Simulation and Computation}, vol. 52(1), p. 27–42, 2023.
[36]L.C. Weng, K.T. Fang, and A.M. Elsawah, "Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs," textit{Statistical Papers}, vol. 64, p. 93–116, 2023.
[37] A.M. Elsawah, "Novel techniques for performing successful follow-up experiments based on prior information from initial-stage experiments," textit{Statistics}, vol. 56(5), p. 1133–1165, 2022.
[38] A.M. Elsawah, "Choice of optimal second stage designs in two-stage experiments," textit{Computational Statistics}, vol. 33, p. 933–965, 2018.
Downloads
Published
Issue
Section
Categories
License
Copyright (c) 2026 Mathematical Applications and Statistical Rigor (MASR)

This work is licensed under a Creative Commons Attribution 4.0 International License.
Mathematical Applications and Statistical Rigor (MASR) content is published under a Creative Commons Attribution License (CCBY). This means that content is freely available to all readers upon publication, and content is published as soon as production is complete.
Mathematical Applications and Statistical Rigor (MASR) seeks to publish the most influential papers that will significantly advance scientific understanding. Selected articles must present new and widely significant data, syntheses, or concepts. They should merit recognition by the wider scientific community and the general public through publication in a reputable scientific journal.




