Optimal Sliced Latin Hypercube Designs

Abstract

Sliced Latin hypercube designs (SLHDs) have important applications in designing computer experiments with continuous and categorical factors. However, a randomly generated SLHD can be poor in terms of space-filling, and based on the existing construction method that generates the SLHD column by column using sliced permutation matrices, it is also difficult to search for the optimal SLHD. In this article, we develop a new construction approach that first generates the small Latin hypercube design in each slice and then arranges them together to form the SLHD. The new approach is intuitive and can be easily adapted to generate orthogonal SLHDs and orthogonal array-based SLHDs. More importantly, it enables us to develop general algorithms that can search for the optimal SLHD efficiently.

• Computer experiment
• Continuous and categorical factors
• Maximin distance criterion
• Space-filling design.