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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), pp. 1191-1200. (doi:10.1016/j.csda.2008.10.026).

Record type: Article


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.

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Submitted date: 20 May 2008
Published date: 15 February 2009
Keywords: mean squared distance, orthogonal columns, space-filling designs, zero correlations
Organisations: Statistics


Local EPrints ID: 63595
ISSN: 0167-9473
PURE UUID: 91fbf915-1363-4876-86aa-5d932aa08036

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Date deposited: 20 Oct 2008
Last modified: 17 Jul 2017 14:16

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Author: Philip Prescott

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