Nested Latin hypercube designs are useful for computer experiments with multi-fidelity and orthogonality is a desirable property for them. In this paper, we provide methods for constructing nested Latin hypercube designs with (exact or near) orthogonality. The constructed designs have flexible numbers of runs and factors with the desirable property that the sum of the elementwise product of any three columns is zero. The construction algorithms are given with theoretical support. Some designs are tabulated for practical use.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty