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Sequentially Refined Latin Hypercube Designs: Reusing Every Point

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徐瑨 cover
徐瑨 (Jin Xu) *
J
Jiajie Chen
P
Peter Z. G. Qian
DOI:10.1080/01621459.2014.993078delete
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Abstract

Abstract

En 中文
The use of iteratively enlarged Latin hypercube designs for running computer experiments has recently gained popularity in practice. This approach conducts an initial experiment with a computer code using a Latin hypercube design and then runs a follow-up experiment with additional runs elaborately chosen so that the combined design set for the two experiments forms a larger Latin hypercube design. This augmenting process can be repeated multiple stages, where in each stage the augmented design set is guaranteed to be a Latin hypercube design. We provide a theoretical framework to put this approach on a firm footing. Numerical examples are given to corroborate the derived theoretical results. Supplementary materials for this article are available online.
Keywords:
Computer experiments
Design of experiments
Numerical integration
Sequential evaluation
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Journal of the American Statistical Association
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east china normal university
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wells fargo company
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