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Biometrika Advance Access originally published online on October 26, 2009
Biometrika 2009 96(4):971-974; doi:10.1093/biomet/asp058
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© 2009 Biometrika Trust

Miscellanea

Construction of orthogonal Latin hypercube designs

Fasheng Sun and Min-Qian Liu

The Key Laboratory of Pure Mathematics and Combinatorics, School of Mathematical Sciences, Nankai University, Tianjin 300071, China sfxsfx2001{at}mail.nankai.edu.cn mqliu{at}nankai.edu.cn

Dennis K. J. Lin

Department of Statistics, The Pennsylvania State University, University Park, Pennsylvania 16802, U.S.A. dkl5{at}psu.edu

Received for publication 1 December 2008. Revision received 1 May 2009.

Latin hypercube designs have found wide application. Such designs guarantee uniform samples for the marginal distribution of each input variable. We propose a method for constructing orthogonal Latin hypercube designs in which all the linear terms are orthogonal not only to each other, but also to the quadratic terms. This construction method is convenient and flexible, and the resulting designs can accommodate many more factors than can existing ones.

Key Words: Computer experiment • Factorial design • Orthogonality • Second-order model



References

    Beattie S. D, Lin D. K. J. Rotated factorial designs for computer experiments. J. Chin. Statist. Assoc. (2004) 42:289–308.

    Bingham D., Sitter R. R., Tang B. Orthogonal and nearly orthogonal designs for computer experiments. Biometrika (2009) 96:51–65.[Abstract/Free Full Text]

    Cioppa T. M., Lucas T. W. Efficient nearly orthogonal and space-filling Latin hypercubes. Technometrics (2007) 49:45–55.[CrossRef][Web of Science]

    Lin C., Mukerjee R., Tang B. Construction of orthogonal and nearly orthogonal Latin hypercube designs. Biometrika (2009) 96:243–47.[Abstract/Free Full Text]

    Pang F., Liu M. Q., Lin D. K. J. A construction method for orthogonal Latin hypercube designs with prime power levels. Statist. Sinica (2009) 19:1721–28.

    Steinberg D. M, Lin D. K. J. A construction method for orthogonal Latin hypercube designs. Biometrika (2006) 93:279–88.[Abstract/Free Full Text]

    Ye K. Q. Orthogonal column Latin hypercubes and their application in computer experiments. J. Am. Statist. Assoc. (1998) 93:1430–39.[CrossRef][Web of Science]


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This Article
Right arrow Abstract Freely available
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
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Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Sun, F.
Right arrow Articles by Lin, D. K. J.
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What's this?