Flexible Nested Latin Hypercube Designs for Computer Experiments

Abstract

Multi-level and sequential computer experiments are commonly used to study complex systems in engineering and science. Suitable designs for such experiments require nested structures. Because a nested Latin hypercube design (NLHD) (Qian (2009)) can be constructed only when the run size in each larger design is a multiple of that in a smaller one, the use of NLHDs faces some limitations in practice. In this paper, we propose a random sampling procedure for constructing flexible NLHDs, which have no such a restriction. We also develop an efficient sequential algorithm to search for the optimal NLHDs with respect to some space-filling criteria. Simulation results show that our methods can yield flexible NLHDs with good space-filling properties.

• Multi-Fidelity Computer Model
• Optimal Design
• Sequential Design
• Space-Filling Design

Additional information

Notes on contributors

Daijun Chen

Mr. Chen is a doctoral student in the Academy of Mathematics and Systems Science, Chinese Academy of Sciences and Department of Mathematics, City University of Hong Kong. His email is [email protected].

Shifeng Xiong

Dr. Xiong is an Associate Professor in the Academy of Mathematics and Systems Science, Chinese Academy of Sciences. He is the corresponding author. His email is [email protected].