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Space-filling Latin hypercube designs for computer experiments
Husslage,B.G.M. Rennen,G. van Dam,E.R. den Hertog,D.
Husslage,B.G.M.
Rennen,G.
van Dam,E.R.
den Hertog,D.
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. (J. Stat. Plan. Interference 134(1):268–687, 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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Appeared earlier as CentER DP 2008-104
Date
2011
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dam_5.pdf
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Husslage, B G M, Rennen, G, van Dam, E R & den Hertog, D 2011, 'Space-filling Latin hypercube designs for computer experiments', Optimization and Engineering, vol. 12, no. 4, pp. 611-630. https://doi.org/10.1007/s11081-010-9129-8