Construction of space-filling orthogonal Latin hypercube designs
Hui Li,
Liuqing Yang and
Min-Qian Liu
Statistics & Probability Letters, 2022, vol. 180, issue C
Abstract:
Latin hypercube designs (LHDs) play an important role in computer experiments, because they can achieve the maximum stratification when projected onto any one dimension. The orthogonal LHD (OLHD), as a special kind of LHDs, has been widely studied and used. OLHDs ensure that the estimates of main effects in linear models are uncorrelated. Also, it is crucial to use a design with good stratifications in order to explore the experimental region efficiently and build a high-quality metamodel. This paper first proposes a method to construct OLHDs with sd runs and d⌊(sd−1)/(d(s−1))⌋/2 factors, which achieve a stratification on an s2×s or s×s2 grid when projected onto any two dimensions. Moreover, most column pairs achieve stratifications on s2×s2 grids. Another method is further provided to construct OLHDs with more factors, which achieve the aforementioned stratifications in each sub-design. The resulting OLHDs are more space-filling than existing OLHDs.
Keywords: Orthogonal array; Orthogonality; Rotation; Stratification (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715221002078
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:180:y:2022:i:c:s0167715221002078
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.spl.2021.109245
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().