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Generalized Latin hypercube design for computer experiments

Dette, Holger and Pepelyshev, Andrey ORCID: 2010. Generalized Latin hypercube design for computer experiments. Technometrics 52 (4) , pp. 421-429. 10.1198/TECH.2010.09157

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Space filling designs, which satisfy a uniformity property, are widely used in computer experiments. In the present paper, the performance of nonuniform experimental designs, which locate more points in a neighborhood of the boundary of the design space, is investigated. These designs are obtained by a quantile transformation of the one-dimensional projections of commonly used space-filling designs. This transformation is motivated by logarithmic potential theory, which yields the arc-sine measure as an equilibrium distribution. The methodology is illustrated for maximin Latin hypercube designs by several examples. In particular, it is demonstrated that the new designs yield a smaller integrated mean squared error for prediction.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Arc-sine distribution; Logarithmic potential; Space-filling designs; Uniform designs
Publisher: Taylor & Francis
ISSN: 0040-1706
Last Modified: 24 Oct 2022 11:42

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