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Construction of nearly orthogonal Latin hypercube designs

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  • Li Gu
  • Jian-Feng Yang

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

Suggested Citation

  • 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.
    • Handle: RePEc:spr:metrik:v:76:y:2013:i:6:p:819-830
    DOI: 10.1007/s00184-012-0417-5
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    References listed on IDEAS

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    1. Fasheng Sun & Min-Qian Liu & Dennis K. J. Lin, 2009. "Construction of orthogonal Latin hypercube designs," Biometrika, Biometrika Trust, vol. 96(4), pages 971-974.
    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. Derek Bingham & Randy R. Sitter & Boxin Tang, 2009. "Orthogonal and nearly orthogonal designs for computer experiments," Biometrika, Biometrika Trust, vol. 96(1), pages 51-65.
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