Resolvable orthogonal array-based uniform sliced Latin hypercube designs

Xue Yang, Hao Chen and Min-Qian Liu

Statistics & Probability Letters, 2014, vol. 93, issue C, 108-115

Abstract: Sliced Latin hypercube designs, introduced by Qian (2012), are widely used for computer experiments with qualitative and quantitative factors, multiple experiments, cross-validation and stochastic optimization. In this paper, we propose a new class of sliced Latin hypercube design, called the resolvable orthogonal array-based uniform sliced Latin hypercube design. Such designs are constructed via both symmetric and asymmetric resolvable orthogonal arrays, and measured by the centered L2 discrepancy criterion. When the construction is based on a resolvable orthogonal array with strength w+1, the resulting design not only possesses stratification in any w-dimensional projection for each slice, but also achieves stratification in any (w+1)-dimensional projection for the whole design. Furthermore, the uniformity of the resulting design is also highly improved with respect to the centered L2 discrepancy criterion.

Keywords: Computer experiment; Centered L2 discrepancy; Resolvable orthogonal array; Space-filling design; Sliced Latin hypercube design (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2014.06.021

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