A new class of nested (nearly) orthogonal Latin hypercube designs

Xue Yang, Jian Feng Yang, Dennis K.J. Lin, Min Qian Liu

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)1249-1267
Number of pages19
JournalStatistica Sinica
Volume26
Issue number3
DOIs
StatePublished - Jul 2016

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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