Construction of nearly orthogonal Latin hypercube designs

Li Gu and Jian-Feng Yang ()

Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 6, 819-830

Abstract: Latin hypercube designs have found wide application in computer experiments. A number of methods have recently been proposed to construct orthogonal Latin hypercube designs. In this paper, we propose an approach for expanding the orthogonal Latin hypercube design in Sun et al. (Biometrika 96:971–974, 2009 ) to a nearly orthogonal Latin hypercube design of a larger column size. The newly added part has half number of columns of the original part. It can be shown that the upper bound of the maximum correlation between any two distinct columns of the resulting design is very small. Our method also works for expanding any symmetric Latin hypercube designs. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Computer experiment; Correlation; Space-filling design (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s00184-012-0417-5

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