The Annals of Statistics

Optimal maximin $L_{1}$-distance Latin hypercube designs based on good lattice point designs

Lin Wang, Qian Xiao, and Hongquan Xu

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Abstract

Maximin distance Latin hypercube designs are commonly used for computer experiments, but the construction of such designs is challenging. We construct a series of maximin Latin hypercube designs via Williams transformations of good lattice point designs. Some constructed designs are optimal under the maximin $L_{1}$-distance criterion, while others are asymptotically optimal. Moreover, these designs are also shown to have small pairwise correlations between columns.

Article information

Source
Ann. Statist., Volume 46, Number 6B (2018), 3741-3766.

Dates
Received: October 2017
Revised: December 2017
First available in Project Euclid: 11 September 2018

Permanent link to this document
https://projecteuclid.org/euclid.aos/1536631289

Digital Object Identifier
doi:10.1214/17-AOS1674

Mathematical Reviews number (MathSciNet)
MR3852667

Zentralblatt MATH identifier
1411.62238

Subjects
Primary: 62K99: None of the above, but in this section

Keywords
Computer experiment correlation space-filling design Williams transformation

Citation

Wang, Lin; Xiao, Qian; Xu, Hongquan. Optimal maximin $L_{1}$-distance Latin hypercube designs based on good lattice point designs. Ann. Statist. 46 (2018), no. 6B, 3741--3766. doi:10.1214/17-AOS1674. https://projecteuclid.org/euclid.aos/1536631289


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