Space‐filling Latin hypercube designs for computer experiments

Space‐filling Latin hypercube designs for computer experiments

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Article ID: iaor201110221
Volume: 12
Issue: 4
Start Page Number: 611
End Page Number: 630
Publication Date: Dec 2011
Journal: Optimization and Engineering
Authors: , , ,
Keywords: stochastic processes, statistics: experiment
Abstract:

In the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been published. Using periodic designs and the Enhanced Stochastic Evolutionary algorithm of Jin et al. (2005), we obtain new results which we compare to existing results. We thus construct a database of approximate maximin and Audze-Eglais Latin hypercube designs for up to ten dimensions and for up to 300 design points. All these designs can be downloaded from the website http://www.spacefillingdesigns.nl.

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