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Optimal maximin [formula omitted]-distance Latin hypercube designs.

Authors :
Zhou, Weiping
Yang, Jian-Feng
Liu, Min-Qian
Source :
Journal of Statistical Planning & Inference. Jul2020, Vol. 207, p113-122. 10p.
Publication Year :
2020

Abstract

Maximin distance Latin hypercube designs (LHDs) are extensively applied in computer experiments, but it is challenging to construct such designs. In this paper, based on a 2 2 full factorial design and a series of saturated two-level regular designs, a number of maximin distance LHDs are constructed via the rotation method. Some of the constructed LHDs are exactly optimal and the others are asymptotically optimal under the maximin L 2 -distance criterion. The constructed maximin distance LHDs have two prominent advantages: (i) no computer search is needed; and (ii) they are orthogonal or nearly orthogonal. Detailed comparisons with existing LHDs show that the constructed LHDs have larger minimum distances between design points. • Maximin distance Latin hypercube designs are constructed via the rotation method. • The resulting designs are orthogonal or nearly orthogonal. • The methods are efficient for constructing large designs with no computer search. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03783758
Volume :
207
Database :
Academic Search Index
Journal :
Journal of Statistical Planning & Inference
Publication Type :
Academic Journal
Accession number :
141632645
Full Text :
https://doi.org/10.1016/j.jspi.2019.11.006