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Flexible sliced Latin hypercube designs with slices of different sizes

Author

Listed:
  • Ru Yuan

    (Zhongnan University of Economics and Law
    Nankai University)

  • Bing Guo

    (Sichuan University
    Nankai University)

  • Min-Qian Liu

    (Nankai University)

Abstract

Sliced Latin hypercube designs (SLHDs) are widely used in various computer experiments. Literatures concerning the construction of SLHDs are all about constructing SLHDs with slices of the same size. However, in some cases, e.g. when an experiment with multiple computer models having different complexities or a sequential experiment with varying costs in different periods is considered, SLHDs with slices of different sizes are preferable. In this paper, we propose a new class of SLHD, named the flexible SLHD, in which the whole design is a Latin hypercube design (LHD), and each slice is also an LHD when its levels being properly collapsed, the difference lies in that its slices may have different run sizes. Several methods for constructing such designs are developed. Theoretical results on the constructed designs are derived, and discussion on the slice sizes of the constructed flexible SLHDs is provided. Furthermore, an optimization algorithm is developed to improve the space-filling property of the constructed SLHDs. The newly proposed flexible SLHD is also a special nested LHD (Qian in Biometrika 96:957–970, 2009), each of its slice can be viewed as a small LHD nested in the whole design.

Suggested Citation

  • Ru Yuan & Bing Guo & Min-Qian Liu, 2021. "Flexible sliced Latin hypercube designs with slices of different sizes," Statistical Papers, Springer, vol. 62(3), pages 1117-1134, June.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01127-6
    DOI: 10.1007/s00362-019-01127-6
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    References listed on IDEAS

    as
    1. Wang, Xiao-Lei & Zhao, Yu-Na & Yang, Jian-Feng & Liu, Min-Qian, 2017. "Construction of (nearly) orthogonal sliced Latin hypercube designs," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 174-180.
    2. Peter Z. G. Qian, 2012. "Sliced Latin Hypercube Designs," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 393-399, March.
    3. Peter Z. G. Qian, 2009. "Nested Latin hypercube designs," Biometrika, Biometrika Trust, vol. 96(4), pages 957-970.
    4. Xiangshun Kong & Mingyao Ai & Kwok Leung Tsui, 2018. "Flexible sliced designs for computer experiments," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 631-646, June.
    5. 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.
    6. 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.
    7. C. Devon Lin & Rahul Mukerjee & Boxin Tang, 2009. "Construction of orthogonal and nearly orthogonal Latin hypercubes," Biometrika, Biometrika Trust, vol. 96(1), pages 243-247.
    8. 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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    Cited by:

    1. Bing Guo & Xiao-Rong Li & Min-Qian Liu & Xue Yang, 2023. "Construction of orthogonal general sliced Latin hypercube designs," Statistical Papers, Springer, vol. 64(3), pages 987-1014, June.

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