Orthogonal-column Latin hypercube designs with small samples

  • Authors:
  • Philip Prescott

  • Affiliations:
  • School of Mathematics, University of Southampton, Highfield, SO17 1BJ, Southampton, UK

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2009

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Abstract

Latin hypercube designs with zero pair-wise column correlations are examined for their space-filling properties. Such designs, known as orthogonal-column Latin hypercube designs, are often used in computer experiments and in screening experiments, since all coefficients in a first-order model are estimated independently of each other. This makes interpretation of the factor effects particularly simple. Complete or partial enumeration searches are carried out to investigate the space-filling properties of all orthogonal-column Latin hypercube designs, with from 5 to 9 runs, and, from 2 to 5 factors. In cases where there are several designs with similar properties, the designs with minimum mean squared distance are determined. The maximum number of factors that can be accommodated in orthogonal-column Latin hypercube designs is determined for each design size, and designs found by various algorithmic methods proposed in the literature are identified.