Construction of orthogonal and nearly orthogonal Latin hypercubes

• 成果类型: Article
• 署名作者: Lin, C. Devon; Mukerjee, Rahul; Tang, Boxin
• 署名单位: Simon Fraser University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asn064
• 发表日期: 2009
• 页码: 243247
• 关键词: computer experiments; designs

摘要

We propose a method for constructing orthogonal or nearly orthogonal Latin hypercubes. The method yields a large Latin hypercube by coupling an orthogonal array of index unity with a small Latin hypercube. It is shown that the large Latin hypercube inherits the exact or near orthogonality of the small Latin hypercube. Thus, effort for searching for large Latin hypercubes, that are exactly or nearly orthogonal, can be focussed on finding small Latin hypercubes with the same property. We obtain a useful collection of orthogonal or nearly orthogonal Latin hypercubes, which have a large factor-to-run ratio and the results are often much more economical than existing methods.