Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)

B.G.M. Husslage, Gijs Rennen (), Edwin Robert van Dam and D. den Hertog
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D. den Hertog: Tilburg University, Center for Economic Research

No 2008-104, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: In the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been published. Using periodic designs and the Enhanced Stochastic Evolutionary algorithm of Jin et al. (2005), we obtain new results which we compare to existing results. We thus construct a database of approximate maximin and Audze-Eglais Latin hypercube designs for up to ten dimensions and for up to 300 design points. All these designs can be downloaded from the website http://www.spacefillingdesigns.nl.

JEL-codes: C90 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp
Date: 2008
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Persistent link: http://EconPapers.repec.org/RePEc:dgr:kubcen:2008104

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