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Biometrika Advance Access originally published online on January 30, 2009
Biometrika 2009 96(1):243-247; doi:10.1093/biomet/asn064
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© 2009 Biometrika Trust

Miscellanea

Construction of orthogonal and nearly orthogonal Latin hypercubes

C. Devon Lin

Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, British Columbia V5A 1S6, Canada clini{at}stat.sfu.ca

Rahul Mukerjee

Indian Institute of Management Calcutta, Joka, Diamond Harbour Road, Kolkata 700 104, India rmuk1{at}hotmail.com

Boxin Tang

Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, British Columbia V5A 1S6, Canada boxint{at}stat.sfu.ca

Received for publication 1 February 2008. Revision received 1 June 2008.
  Abstract

We propose a method for constructing orthogonal or nearly orthogonal Latin hypercubes. The method yields a large Latin hypercube by coupling an orthogonal array of index unity with a small Latin hypercube. It is shown that the large Latin hypercube inherits the exact or near orthogonality of the small Latin hypercube. Thus, effort for searching for large Latin hypercubes, that are exactly or nearly orthogonal, can be focussed on finding small Latin hypercubes with the same property. We obtain a useful collection of orthogonal or nearly orthogonal Latin hypercubes, which have a large factor-to-run ratio and the results are often much more economical than existing methods.

Key Words: Computer experiment • Correlation matrix • Index • Latin hypercube • Orthogonal array


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F. Sun, M.-Q. Liu, and D. K. J. Lin
Construction of orthogonal Latin hypercube designs
Biometrika, December 1, 2009; 96(4): 971 - 974.
[Abstract] [PDF]


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