Uniform sliced Latin hypercube designs

作者：Chen, Hao; Huang, Hengzhen; Lin, Dennis K. J.^*; Liu, Min-Qian

来源：Applied Stochastic Models in Business and Industry, 2016, 32(5): 574-584.

DOI：10.1002/asmb.2192

• computer experiments
• centered L-2-discrepancy
• threshold accepting algorithm
• uniformity

Sliced Latin hypercube designs (SLHDs) achieve maximum stratification in each dimension, but neither the full designs nor their slices can guarantee a good uniformity over the experimental region. Although the uniformity of the full SLHD and that of its slices are related, there is no one-to-one correspondence between them. In this paper, we propose a new uniformity measure for SLHDs by combining the two kinds of uniformity. Based on such a combined uniformity measure, the obtained uniform SLHDs have the design points evenly spread over the experimental region not only for the whole designs but also for their slices. Numerical simulation shows the effectiveness of the proposed uniform SLHDs for computer experiments with both quantitative and qualitative factors.

• 出版日期2016-9
• 单位天津财经大学; 南开大学