Sequentially Refined Latin Hypercube Designs: Reusing Every Point

Jin Xu, Jiajie Chen and Peter Z. G. Qian

Journal of the American Statistical Association, 2015, vol. 110, issue 512, 1696-1706

Abstract: The use of iteratively enlarged Latin hypercube designs for running computer experiments has recently gained popularity in practice. This approach conducts an initial experiment with a computer code using a Latin hypercube design and then runs a follow-up experiment with additional runs elaborately chosen so that the combined design set for the two experiments forms a larger Latin hypercube design. This augmenting process can be repeated multiple stages, where in each stage the augmented design set is guaranteed to be a Latin hypercube design. We provide a theoretical framework to put this approach on a firm footing. Numerical examples are given to corroborate the derived theoretical results. Supplementary materials for this article are available online.

Date: 2015
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DOI: 10.1080/01621459.2014.993078

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