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Sliced Latin hypercube designs with arbitrary run sizes

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arxiv 1905.02721 v1 pith:SDL7A4IU submitted 2019-05-07 math.ST stat.APstat.TH

Jin Xu , Xu He , Xiaojun Duan , Zhengming Wang This is my paper · ORCID
classification math.STstat.APstat.TH
keywords designshypercubelatinslicedsizesachievealgorithmallow
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Latin hypercube designs achieve optimal univariate stratifications and are useful for computer experiments. Sliced Latin hypercube designs are Latin hypercube designs that can be partitioned into smaller Latin hypercube designs. In this work, we give, to the best of our knowledge, the first construction of sliced Latin hypercube designs that allow arbitrarily chosen run sizes for the slices. We also provide an algorithm to reduce correlations of our proposed designs.

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  1. Optimal Sliced Latin Hypercube Designs with Slices of Arbitrary Run Sizes

    math.ST 2019-08 conditional novelty 5.0 of 10

    A construction and stochastic-optimization method for sliced Latin hypercube designs with slices of arbitrary run sizes, evaluated by a weighted space-filling criterion.

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