A Tutorial on Latin Hypercube Design of Experiments

The growing power of computers enabled techniques created for design and analysis of simulations to be applied to a large spectrum of problems and to reach high level of acceptance among practitioners. Generally, when simulations are time consuming, a surrogate model replaces the computer code in further studies (e.g., optimization, sensitivity analysis, etc.). The first step for a successful surrogate modeling and statistical analysis is the planning of the input configuration that is used to exercise the simulation code. Among the strategies devised for computer experiments, Latin hypercube designs have become particularly popular. This paper provides a tutorial on Latin hypercube design of experiments, highlighting potential reasons of its widespread use. The discussion starts with the early developments in optimization of the point selection and goes all the way to the pitfalls of the indiscriminate use of Latin hypercube designs. Final thoughts are given on opportunities for future research.