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Orthogonal Array-Based Latin Hypercubes

1993; Volume: 88; Issue: 424 Linguagem: Inglês

10.1080/01621459.1993.10476423

1537-274X

Boxin Tang,

Optimal Experimental Design Methods

Abstract In this article, we use orthogonal arrays (OA's) to construct Latin hypercubes. Besides preserving the univariate stratification properties of Latin hypercubes, these strength r OA-based Latin hypercubes also stratify each r-dimensional margin. Therefore, such OA-based Latin hypercubes provide more suitable designs for computer experiments and numerical integration than do general Latin hypercubes. We prove that when used for integration, the sampling scheme with OA-based Latin hypercubes offers a substantial improvement over Latin hypercube sampling. Key Words: Computer experimentsNumerical integrationOrthogonal arrays