Optimal Sliced Latin Hypercube Designs with Slices of Arbitrary Run Sizes

arXiv1908.01976MaRDI QIDQ6323239FDOQ6323239

Authors: Jing Zhang, Jin Xu, Kai Jia, Yimin Yin, Zhengming Wang 

Publication date: 6 August 2019

Abstract: Sliced Latin hypercube designs (SLHDs) are widely used in computer experiments with both quantitative and qualitative factors and in batches. Optimal SLHDs achieve better space-filling property on the whole experimental region. However, most existing methods for constructing optimal SLHDs have restriction on the run sizes. In this paper, we propose a new method for constructing SLHDs with arbitrary run sizes, and a new combined space-filling measurement describing the space-filling property for both the whole design and its slices. Furthermore, we develop general algorithms to search the optimal SLHD with arbitrary run sizes under the proposed measurement. Examples are presented to illustrate that effectiveness of the proposed methods.

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