A new rotation method for constructing orthogonal Latin hypercube designs  

作　　者：Chong Sheng Jinyu Yang Min-Qian Liu 

机构地区：[1]National Key Laboratory for Complex Systems Simulation,Beijing 100101,China [2]School of Statistics and Data Science,LPMC&KLMDASR,Nankai University,Tianjin 300071,China

出　　处：《Science China Mathematics》2023年第4期839-854,共16页中国科学：数学（英文版）

基　　金：supported by National Natural Science Foundation of China(Grant Nos.12131001 and 11871288);National Ten Thousand Talents Program and the 111 Project B20016。

摘　　要：Latin hypercube designs(LHDs)are very popular in designing computer experiments.In addition,orthogonality is a desirable property for LHDs,as it allows the estimates of the main effects in linear models to be uncorrelated with each other,and is a stepping stone to the space-filling property for fitting Gaussian process models.Among the available methods for constructing orthogonal Latin hypercube designs(OLHDs),the rotation method is particularly attractive due to its theoretical elegance as well as its contribution to spacefilling properties in low-dimensional projections.This paper proposes a new rotation method for constructing OLHDs and nearly OLHDs with flexible run sizes that cannot be obtained by existing methods.Furthermore,the resulting OLHDs are improved in terms of the maximin distance criterion and the alias matrices and a new kind of orthogonal designs are constructed.Theoretical properties as well as construction algorithms are provided.

关 键 词：computer experiment factorial design Latin hypercube design maximin distance ORTHOGONALITY 

分 类 号：O157.2[理学—数学]