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Generalized Latin Hypercube Design for Computer Experiments

Summary: [This abstract is based on the authors' abstract.] Most computer experiments use uniform space filling designs. This paper examines the effectiveness of nonuniform designs for computer experiments. They are produced by a transformation on a one-dimensional projection of a uniform design. The transformation gives the arc-sine measure as an equilibrium distribution. The methodology is demonstrated for a series of maximin Latin hypercube designs, showing that it produces smaller integrated mean squared error.

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  • Topics: Design of Experiments
  • Keywords: Computers, Design of experiments (DOE), Latin squares, Mean square errors (MSE), Software
  • Author: Dette, Holger; Pepelyshev, Andrey
  • Journal: Technometrics