Sliced Latin Hypercube Designs

Peter Z. G. Qian

Journal of the American Statistical Association, 2012, vol. 107, issue 497, 393-399

Abstract: This article proposes a method for constructing a new type of space-filling design, called a sliced Latin hypercube design, intended for running computer experiments. Such a design is a special Latin hypercube design that can be partitioned into slices of smaller Latin hypercube designs. It is desirable to use the constructed designs for collective evaluations of computer models and ensembles of multiple computer models. The proposed construction method is easy to implement, capable of accommodating any number of factors, and flexible in run size. Examples are given to illustrate the method. Sampling properties of the constructed designs are examined. Numerical illustration is provided to corroborate the derived theoretical results.

Date: 2012
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Citations: View citations in EconPapers (13)

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DOI: 10.1080/01621459.2011.644132

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