Latin hypercube designs with controlled correlations and multi-dimensional stratification

• 成果类型: Article
• 署名作者: Chen, Jiajie; Qian, Peter Z. G.
• 署名单位: University of Wisconsin System; University of Wisconsin Madison
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/ast062
• 发表日期: 2014
• 页码: 319332
• 关键词: orthogonal arrays; computer experiments; Input variables; mixed levels; CONSTRUCTION; integration

摘要

Various methods have been proposed to construct Latin hypercube designs with small correlations. Orthogonal arrays have been used to construct Latin hypercube designs with multidimensional stratification. To integrate these two ideas, we propose a method to construct Latin hypercube designs with both controlled correlations and multi-dimensional stratification. For numerical integration, the constructed designs not only filter out lower-dimensional variance components as effectively as ordinary orthogonal array-based Latin hypercube designs, but also filter out bilinear terms more effectively. The proposed construction method entails no iterative searches. Sampling properties of the constructed designs are derived. Examples are given to illustrate the proposed construction method and the theoretical results.