Sequentially Refined Latin Hypercube Designs: Reusing Every Point
成果类型：
Article
署名作者：
Xu, Jin; Chen, Jiajie; Qian, Peter Z. G.
署名单位：
East China Normal University; Wells Fargo Company; University of Wisconsin System; University of Wisconsin Madison
刊物名称：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN：
0162-1459
DOI：
10.1080/01621459.2014.993078
发表日期：
2015
页码：
1696-1706
关键词：
摘要：
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.