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

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

doi:10.5705/ss.2014.029

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

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

Statistics

Research output: Contribution to journal › Article › peer-review

5 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 language	English (US)
Pages (from-to)	1249-1267
Number of pages	19
Journal	Statistica Sinica
Volume	26
Issue number	3
DOIs	https://doi.org/10.5705/ss.2014.029
State	Published - Jul 2016

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.5705/ss.2014.029

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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.",

author = "Xue Yang and Yang, {Jian Feng} and Lin, {Dennis K.J.} and Liu, {Min Qian}",

note = "Funding Information: The authors thank Editor Professor Ruey S. Tsay, an associate editor, and two referees for their valuable comments and suggestions that have resulted in improvements in the paper. This work was supported by the National Natural Science Foundation of China (Grant Nos. 11271205, 11271355, 11431006, 11471172, and 11401321), the Specialized Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20130031110002), the 131 Talents Program of Tianjin, and National Security Agent via Grant No. H98230-15-1-0253",

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

Abstract

All Science Journal Classification (ASJC) codes

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