Open Access
June 2010 A new and flexible method for constructing designs for computer experiments
C. Devon Lin, Derek Bingham, Randy R. Sitter, Boxin Tang
Ann. Statist. 38(3): 1460-1477 (June 2010). DOI: 10.1214/09-AOS757


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.


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C. Devon Lin. Derek Bingham. Randy R. Sitter. Boxin Tang. "A new and flexible method for constructing designs for computer experiments." Ann. Statist. 38 (3) 1460 - 1477, June 2010.


Published: June 2010
First available in Project Euclid: 8 March 2010

zbMATH: 1190.62141
MathSciNet: MR2662349
Digital Object Identifier: 10.1214/09-AOS757

Primary: 60K15

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

Rights: Copyright © 2010 Institute of Mathematical Statistics

Vol.38 • No. 3 • June 2010
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