IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v53y2009i4p1191-1200.html
   My bibliography  Save this article

Orthogonal-column Latin hypercube designs with small samples

Author

Listed:
  • Prescott, Philip

Abstract

Latin hypercube designs with zero pair-wise column correlations are examined for their space-filling properties. Such designs, known as orthogonal-column Latin hypercube designs, are often used in computer experiments and in screening experiments, since all coefficients in a first-order model are estimated independently of each other. This makes interpretation of the factor effects particularly simple. Complete or partial enumeration searches are carried out to investigate the space-filling properties of all orthogonal-column Latin hypercube designs, with from 5 to 9 runs, and, from 2 to 5 factors. In cases where there are several designs with similar properties, the designs with minimum mean squared distance are determined. The maximum number of factors that can be accommodated in orthogonal-column Latin hypercube designs is determined for each design size, and designs found by various algorithmic methods proposed in the literature are identified.

Suggested Citation

  • Prescott, Philip, 2009. "Orthogonal-column Latin hypercube designs with small samples," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1191-1200, February.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:1191-1200
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00494-5
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Edwin R. van Dam & Bart Husslage & Dick den Hertog & Hans Melissen, 2007. "Maximin Latin Hypercube Designs in Two Dimensions," Operations Research, INFORMS, vol. 55(1), pages 158-169, February.
    2. David M. Steinberg & Dennis K. J. Lin, 2006. "A construction method for orthogonal Latin hypercube designs," Biometrika, Biometrika Trust, vol. 93(2), pages 279-288, June.
    3. van Beers, W.C.M., 2005. "Kriging metamodeling for simulation," Other publications TiSEM bba6cefc-7b24-4ec1-836d-5, Tilburg University, School of Economics and Management.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li Gu & Jian-Feng Yang, 2013. "Construction of nearly orthogonal Latin hypercube designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(6), pages 819-830, August.
    2. Zong-Feng Qi & Xue-Ru Zhang & Yong-Dao Zhou, 2018. "Generalized good lattice point sets," Computational Statistics, Springer, vol. 33(2), pages 887-901, June.
    3. van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008. "Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping," European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
    4. Song-Nan Liu & Min-Qian Liu & Jin-Yu Yang, 2023. "Construction of Column-Orthogonal Designs with Two-Dimensional Stratifications," Mathematics, MDPI, vol. 11(6), pages 1-27, March.
    5. Edwin Dam & Bart Husslage & Dick Hertog, 2010. "One-dimensional nested maximin designs," Journal of Global Optimization, Springer, vol. 46(2), pages 287-306, February.
    6. Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.
    7. Simu Akter & Kazi Rifat Ahmed, 2021. "Insight and explore farming adaptation measures to support sustainable development goal 2 in the southwest coastal region of Bangladesh," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(3), pages 4358-4384, March.
    8. Liuqing Yang & Yongdao Zhou & Min-Qian Liu, 2021. "Maximin distance designs based on densest packings," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(5), pages 615-634, July.
    9. Wenlong Li & Min-Qian Liu & Jian-Feng Yang, 2022. "Construction of column-orthogonal strong orthogonal arrays," Statistical Papers, Springer, vol. 63(2), pages 515-530, April.
    10. Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.
    11. Edwin R. van Dam & Gijs Rennen & Bart Husslage, 2009. "Bounds for Maximin Latin Hypercube Designs," Operations Research, INFORMS, vol. 57(3), pages 595-608, June.
    12. van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2007. "Bounds for Maximin Latin Hypercube Designs," Other publications TiSEM da0c15be-f18e-474e-b557-f, Tilburg University, School of Economics and Management.
    13. Crombecq, K. & Laermans, E. & Dhaene, T., 2011. "Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling," European Journal of Operational Research, Elsevier, vol. 214(3), pages 683-696, November.
    14. Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
    15. Edwin R. van Dam & Bart Husslage & Dick den Hertog & Hans Melissen, 2007. "Maximin Latin Hypercube Designs in Two Dimensions," Operations Research, INFORMS, vol. 55(1), pages 158-169, February.
    16. Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Other publications TiSEM 9dfe6396-1933-45c0-b4e3-5, Tilburg University, School of Economics and Management.
    17. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Other publications TiSEM 1c504ec0-f357-42d2-9c92-9, Tilburg University, School of Economics and Management.
    18. Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Other publications TiSEM 1b5d18c7-b66f-4a9f-838c-b, Tilburg University, School of Economics and Management.
    19. Tonghui Pang & Yan Wang & Jian-Feng Yang, 2022. "Asymptotically optimal maximin distance Latin hypercube designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(4), pages 405-418, May.
    20. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:1191-1200. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.