Asymptotically optimal maximin distance Latin hypercube designs

Tonghui Pang, Yan Wang and Jian-Feng Yang ()
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Tonghui Pang: Tianjin University
Yan Wang: Tianjin University
Jian-Feng Yang: LPMC & KLMDASR, Nankai University

Metrika: International Journal for Theoretical and Applied Statistics, 2022, vol. 85, issue 4, No 1, 405-418

Abstract: Abstract Maximin distance designs and orthogonal designs have become increasingly popular in computer and physical experiments. The construction of such designs is challenging, especially under the maximin distance criterion. This paper studies a class of Latin hypercube designs by calculating the minimum distances between design points. We derive a general formula for the minimum intersite distance of this kind of design. The row pairs with the minimum intersite distance are also specified. The results show that such kind of Latin hypercube design is asymptotically optimal under both the maximin distance criterion and the orthogonality criterion.

Keywords: Computer experiment; Maximin distance design; Space-filling design; Orthogonality (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s00184-021-00833-2

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