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Latin hypercube designs with controlled correlations and multi-dimensional stratification

兼具相关性控制与多维分层的拉丁超立方设计

Various methods have been proposed to construct Latin hypercube designs with small correlations. Orthogonal arrays have been used to construct Latin hypercube designs with multi-dimensional stratification. To integrate these two ideas, we propose a method to construct Latin hypercube designs with both controlled correlations and multi-dimensional stratification. For numerical integration, the constructed designs not only filter out lower-dimensional variance components as…

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Nested orthogonal array-based Latin hypercube designs

基于嵌套正交阵的拉丁超立方设计

We propose two methods for constructing a new type of design, called a nested orthogonal array-based Latin hypercube design, intended for multi-fidelity computer experiments. Such designs are two nested space-filling designs in which the large design achieves stratification in both bivariate and univariate margins and the small design achieves stratification in univariate margins. These designs have better space-filling properties than nested Latin hypercube designs in which…

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Nested Latin hypercube designs

嵌套拉丁超立方设计

We propose an approach to constructing nested Latin hypercube designs. Such designs are useful for conducting multiple computer experiments with different levels of accuracy. A nested Latin hypercube design with two layers is defined to be a special Latin hypercube design that contains a smaller Latin hypercube design as a subset. Our method is easy to implement and can accommodate any number of factors. We also extend this method to construct nested Latin hypercube designs…

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