The Annals of Statistics

A new and flexible method for constructing designs for computer experiments

C. Devon Lin, Derek Bingham, Randy R. Sitter, and Boxin Tang

Full-text: Open access

Abstract

We develop a new method for constructing “good” designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing how large orthogonal Latin hypercubes can be constructed using small orthogonal Latin hypercubes. Another appealing feature of our method is that it can easily be adapted to construct other designs; we examine how to make use of the method to construct nearly orthogonal and cascading Latin hypercubes.

Article information

Source
Ann. Statist., Volume 38, Number 3 (2010), 1460-1477.

Dates
First available in Project Euclid: 8 March 2010

Permanent link to this document
https://projecteuclid.org/euclid.aos/1268056623

Digital Object Identifier
doi:10.1214/09-AOS757

Mathematical Reviews number (MathSciNet)
MR2662349

Zentralblatt MATH identifier
1190.62141

Subjects
Primary: 60K15: Markov renewal processes, semi-Markov processes

Keywords
Cascading Latin hypercube Hadamard matrix Kronecker product orthogonal array orthogonal Latin hypercube space-filling design

Citation

Lin, C. Devon; Bingham, Derek; Sitter, Randy R.; Tang, Boxin. A new and flexible method for constructing designs for computer experiments. Ann. Statist. 38 (2010), no. 3, 1460--1477. doi:10.1214/09-AOS757. https://projecteuclid.org/euclid.aos/1268056623


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