A new and flexible method for constructing designs for computer experiments

Abstract

We develop a new method for constructing "good" designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing how large orthogonal Latin hypercubes can be constructed using small orthogonal Latin hypercubes. Another appealing feature of our method is that it can easily be adapted to construct other designs; we examine how to make use of the method to construct nearly orthogonal and cascading Latin hypercubes.Comment: Published in at http://dx.doi.org/10.1214/09-AOS757 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org