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Journal of the American Statistical Association Volume 88, 1993 - Issue 424
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Theory and Method

Orthogonal Array-Based Latin Hypercubes

Boxin Tang Department of Preventive Medicine and Biostatistics, University of Toronto, Ontario, Canada, M5S 1A8
Pages 1392-1397 | Received 01 Jul 1991, Published online: 27 Feb 2012
 
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Abstract

In this article, we use orthogonal arrays (OA's) to construct Latin hypercubes. Besides preserving the univariate stratification properties of Latin hypercubes, these strength r OA-based Latin hypercubes also stratify each r-dimensional margin. Therefore, such OA-based Latin hypercubes provide more suitable designs for computer experiments and numerical integration than do general Latin hypercubes. We prove that when used for integration, the sampling scheme with OA-based Latin hypercubes offers a substantial improvement over Latin hypercube sampling.

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