Construction of Nested Orthogonal Latin Hypercube Designs
نویسندگان
چکیده
Nested Latin hypercube designs (LHDs) are proposed for conducting multiple computer experiments with different levels of accuracy. Orthogonality is shown to be an important feature. Little is known about the construction of nested orthogonal LHDs. We present methods to construct them with two or more layers, making use of orthogonal designs. The constructed designs possess the property that the sum of the elementwise products of any three columns is zero, which is shown to be desirable for factor screening.
منابع مشابه
Latin hypercube designs with controlled correlations and multi - dimensional stratification
Various methods have been proposed to construct Latin hypercube designs with small correlations. Orthogonal arrays have been used to construct Latin hypercube designs with multidimensional stratification. To integrate these two ideas, we propose a method to construct Latin hypercube designs with both controlled correlations and multi-dimensional stratification. For numerical integration, the co...
متن کاملA construction method for orthogonal Latin hypercube designs
The Latin hypercube design is a popular choice of experimental design when computer simulation is used to study a physical process. These designs guarantee uniform samples for the marginal distribution of each single input. A number of methods have been proposed for extending the uniform sampling to higher dimensions. We show how to construct Latin hypercube designs in which all main effects ar...
متن کاملConstruction of Orthogonal and Nearly Orthogonal Latin Hypercube Designs from Orthogonal Designs
Latin hypercube designs (LHDs), widely used for computer experiments, are a very large class of designs with desirable properties. Recently, a number of methods have been proposed to construct orthogonal LHDs. In this paper, we introduce an approach to constructing 2-order orthogonal designs. The methods are simple and easy to implement. Using orthogonal designs, we propose some methods for con...
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 کاملNested Latin hypercube designs
We propose an approach to constructing nested Latin hypercube designs. Such designs are useful for conducting multiple computer experiments with different levels of accuracy. A nested Latin hypercube design with two layers is defined to be a special Latin hypercube design that contains a smaller Latin hypercube design as a subset. Our method is easy to implement and can accommodate any number o...
متن کامل