Orthogonal column Latin hypercube designs with small samples
Prescott, Philip (2009) Orthogonal column Latin hypercube designs with small samples. Computational Statistics & Data Analysis, 53, (4), 1191-1200. (doi:10.1016/j.csda.2008.10.026).
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Description/Abstract
Latin hypercube designs with zero pair-wise column correlations are examined for their space-filling properties. Such designs, known as orthogonal-column Latin hypercube designs, are often used in computer experiments and in screening experiments since all coefficients in a first-order model are estimated independently of each other. This makes interpretation of the factor effects particularly simple. Complete or partial enumeration searches are carried out to investigate the space-filling properties of all orthogonal-column Latin hypercube designs with from 5 to 9 runs and from 2 to 5 factors. In cases where there are several designs with similar properties, the designs with minimum mean squared distance are determined. The maximum number of factors that can be accommodated in orthogonal-column Latin hypercube designs is determined for each design size, and designs found by various algorithmic methods proposed in the literature are identified.
| Item Type: | Article |
|---|---|
| ISSNs: | 0167-9473 (print) |
| Related URLs: | |
| Keywords: | mean squared distance, orthogonal columns, space-filling designs, zero correlations |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | University Structure - Pre August 2011 > School of Mathematics > Statistics |
| Item ID: | 63595 |
| Date Deposited: | 20 Oct 2008 |
| Last Modified: | 01 Jun 2011 05:08 |
| Contributors: | Prescott, Philip (Author) |
| Date: | 15 February 2009 |
| Status: | Published |
| Contact Email Address: | P.Prescott@soton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/63595 |
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