On maximin distance and nearly orthogonal Latin hypercube designs

被引:3
作者
Su, Zheren [1 ]
Wang, Yaping [1 ,2 ]
Zhou, Yingchun [1 ]
机构
[1] East China Normal Univ, Sch Stat, KLATASDS MOE, Shanghai 200062, Peoples R China
[2] Northeast Normal Univ, KLAS, Changchun 130024, Jilin, Peoples R China
关键词
Computer experiment; Column-orthogonality; Minimum Euclidean distance; Mirror-symmetry; Space-filling design;
D O I
10.1016/j.spl.2020.108878
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Maximin distance Latin hypercube designs (LHDs) are frequently used in computer experiments, but their constructions are challenging. In this paper, we present some new results connecting maximin L-2-distance optimality and near orthogonality for mirror-symmetric LHDs. We further propose a simple and effective method for constructing nearly orthogonal LHDs that can yield almost the largest minimum distance. The obtained designs with small and medium sizes are tabulated and their superior performances are illustrated via comparisons. (C) 2020 Elsevier B.V. All rights reserved.
引用
收藏
页数:7
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