A new class of Latin hypercube designs with high-dimensional hidden projective uniformity

Abstract

Latin hypercube design is a good choice for computer experiments. In this paper, we construct a new class of Latin hypercube designs with some high-dimensional hidden projective uniformity. The construction is based on a new class of orthogonal arrays of strength two which contain higher strength orthogonal arrays after their levels are collapsed. As a result, the obtained Latin hypercube designs achieve higher-dimensional uniformity when projected onto the columns corresponding to higher strength orthogonal arrays, as well as twodimensional projective uniformity. Simulation study shows that the constructed Latin hypercube designs are significantly superior to the currently used designs in terms of the times of correctly identifying the significant effects.

Keywords

Computer experiment / hidden projective uniformity / Latin hypercube design / level-collapsing / orthogonal array

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