Resolvable orthogonal array-based uniform sliced Latin hypercube designs

Sliced Latin hypercube designs, introduced by Qian (2012), are widely used for computer experiments with qualitative and quantitative factors, multiple experiments, cross-validation and stochastic optimization. In this paper, we propose a new class of sliced Latin hypercube design, called the resolvable orthogonal array-based uniform sliced Latin hypercube design. Such designs are constructed via both symmetric and asymmetric resolvable orthogonal arrays, and measured by the centered L-2 discrepancy criterion. When the construction is based on a resolvable orthogonal array with strength w + 1, the resulting design not only possesses stratification in any w-dimensional projection for each slice, but also achieves stratification in any (w + 1)-dimensional projection for the whole design. Furthermore, the uniformity of the resulting design is also highly improved with respect to the centered L-2 discrepancy criterion. (C) 2014 Elsevier B.V. All rights reserved.