Space-filling Latin hypercube designs for computer experiments
نویسندگان
چکیده
In the area of computer simulation Latin hypercube designs play an important role. In this paper the class of maximin Latin hypercube designs is considered. Up to now only several two-dimensional designs and designs for some small number of points are known for this class. Using periodic designs and simulated annealing we extend the known results and construct approximate maximin Latin hypercube designs for up to ten dimensions and for up to 100 design points. All these designs can be downloaded from the website http://www.spacefillingdesigns.nl.
منابع مشابه
Design for Computer Experiments with Qualitative and Quantitative Factors
We introduce a new class of designs, called marginally coupled designs, for computer experiments with both qualitative and quantitative variables. The proposed design maintains an economic run size with attractive space-filling properties. The design points for quantitative factors forms a Latin hypercube design. In addition, for each level of any qualitative factor of a marginally coupled desi...
متن کاملGeneralized Latin Hypercube Design for Computer Experiments
Space filling designs, which satisfy a uniformity property, are widely used in computer experiments. In the present paper the performance of non-uniform experimental designs which locate more points in a neighborhood of the boundary of the design space is investigated. These designs are obtained by a quantile transformation of the one-dimensional projections of commonly used space filling desig...
متن کاملAn Approach to Constructing Nested Space-Filling Designs for Multi-Fidelity Computer Experiments.
Multi-fidelity computer experiments are widely used in many engineering and scientific fields. Nested space-filling designs (NSFDs) are suitable for conducting such experiments. Two classes of NSFDs are currently available. One class is based on special orthogonal arrays of strength two and the other consists of nested Latin hypercube designs. Both of them assume all factors are continuous. We ...
متن کاملSliced Latin Hypercube Designs
This article may be used for research, teaching, and private study purposes. Any substantial or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date...
متن کاملOptimal orthogonal-array-based latin hypercubes
The use of optimal orthogonal array latin hypercube designs is proposed. Orthogonal arrays were proposed for constructing latin hypercube designs by Tang (1993). Such designs generally have better space filling properties than random latin hypercube designs. Even so, these designs do not necessarily fill the space particularly well. As a result, we consider orthogonal-array-based latin...
متن کامل