Construction of nested orthogonal Latin hypercube designs

Jinyu Yang, Min Qian Liu, Dennis K.J. Lin

Research output: Contribution to journalArticle

15 Scopus citations

Abstract

Nested Latin hypercube designs (LHDs) are proposed for conducting multiple computer experiments with different levels of accuracy. Orthogonality is shown to be an important feature. Little is known about the construction of nested orthogonal LHDs. We present methods to construct them with two or more layers, making use of orthogonal designs. The constructed designs possess the property that the sum of the elementwise products of any three columns is zero, which is shown to be desirable for factor screening.

Original languageEnglish (US)
Pages (from-to)211-219
Number of pages9
JournalStatistica Sinica
Volume24
Issue number1
DOIs
StatePublished - Jan 1 2014

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'Construction of nested orthogonal Latin hypercube designs'. Together they form a unique fingerprint.

  • Cite this