Construction of sliced (nearly) orthogonal Latin hypercube designs |
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Authors: | Hengzhen Huang Jian-Feng YangMin-Qian Liu |
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Affiliation: | Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China |
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Abstract: | Sliced Latin hypercube designs are very useful for running a computer model in batches, ensembles of multiple computer models, computer experiments with qualitative and quantitative factors, cross-validation and data pooling. However, the presence of highly correlated columns makes the data analysis intractable. In this paper, a construction method for sliced (nearly) orthogonal Latin hypercube designs is developed. The resulting designs have flexible sizes and most are new. With the orthogonality or near orthogonality being guaranteed, the space-filling property of the resulting designs is also improved. Examples are provided for illustrating the proposed method. |
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Keywords: | Computer experiment Correlation Kronecker sum Space-filling design |
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