On maximin distance and nearly orthogonal Latin hypercube designs

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Abstract

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 L2-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.

Original languageEnglish
Article number108878
JournalStatistics and Probability Letters
Volume166
DOIs
StatePublished - Nov 2020

Keywords

  • Column-orthogonality
  • Computer experiment
  • Minimum Euclidean distance
  • Mirror-symmetry
  • Space-filling design

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