Maximin Sliced Latin Hypercube Designs with Application to Cross Validating Prediction Error

Yan Chen (), David M. Steinberg () and Peter Qian ()
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Yan Chen: University of Wisconsin-Madison
David M. Steinberg: Tel Aviv University
Peter Qian: University of Wisconsin-Madison

Chapter 9 in Handbook of Uncertainty Quantification, 2017, pp 289-309 from Springer

Abstract: Abstract This paper introduces an approach to construct a new type of design, called a maximin sliced Latin hypercube design. This design is a special type of Latin hypercube design that can be partitioned into smaller slices of Latin hypercube designs, where both the whole design and each slice are optimal under the maximin criterion. To construct these designs, a two-step construction method for generating sliced Latin hypercubes is proposed. Several examples are presented to evaluate the performance of the algorithm. An application of this type of optimal design in estimating prediction error by cross validation is also illustrated here.

Keywords: Computer experiments; Maximin design; Enhanced stochastic evolutionary algorithm; Design of experiments (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-12385-1_6

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DOI: 10.1007/978-3-319-12385-1_6

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