A construction method for orthogonal Latin hypercube designs

• 成果类型: Article
• 署名作者: Steinberg, David M.; Lin, Dennis K. J.
• 署名单位: Tel Aviv University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/93.2.279
• 发表日期: 2006
• 页码: 279288
• 关键词: computer experiments; rotation designs

摘要

The Latin hypercube design is a popular choice of experimental design when computer simulation is used to study a physical process. These designs guarantee uniform samples for the marginal distribution of each single input. A number of methods have been proposed for extending the uniform sampling to higher dimensions.We show how to construct Latin hypercube designs in which all main effects are orthogonal. Our method can also be used to construct Latin hypercube designs with low correlation of first-order and second-order terms. Our method generates orthogonal Latin hypercube designs that can include many more factors than those proposed by Ye (1998).