A Method of Constructing Space-Filling Orthogonal Designs

ABSTRACT

This article presents a method of constructing a rich class of orthogonal designs that include orthogonal Latin hypercubes as special cases. Two prominent features of the method are its simplicity and generality. In addition to orthogonality, the resulting designs enjoy some attractive space-filling properties, making them very suitable for computer experiments.

KEYWORDS:

• Computer experiment
• Expansive replacement method
• Latin hypercube
• Level collapsing
• Orthogonal array
• Rotation-in-groups

Funding

The research of Fasheng Sun is supported by the National Natural Science Foundation of China. The research of Boxin Tang is supported by the Natural Sciences and Engineering Research Council of Canada.