Orthogonal Latin hypercube designs for Fourier-polynomial models |
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Authors: | Yuhui Yin Min-Qian Liu |
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Affiliation: | Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China |
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Abstract: | Latin hypercube designs (LHDs) are widely used in computer experiments because of their one-dimensional uniformity and other properties. Recently, a number of methods have been proposed to construct LHDs with properties that all linear effects are mutually orthogonal and orthogonal to all second-order effects, i.e., quadratic effects and bilinear interactions. This paper focuses on the construction of LHDs with the above desirable properties under the Fourier-polynomial model. A convenient and flexible algorithm for constructing such orthogonal LHDs is provided. Most of the resulting designs have different run sizes from that of Butler (2001), and thus are new and very suitable for factor screening and building Fourier-polynomial models in computer experiments as discussed in Butler (2001). |
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Keywords: | Computer experiment Latin hypercube Fourier-polynomial model Orthogonal design |
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