Space-Filling Latin Hypercube Designs for Computer Experiments (Replaced by CentER DP 2008-104)
AbstractIn the area of computer simulation Latin hypercube designs play an important role.In this paper the class of maximin Latin hypercube designs is considered.Up to now only several two-dimensional designs and designs for some small number of points are known for this class.Using periodic designs and simulated annealing we extend the known results and construct approximate maximin Latin hypercube designs for up to ten dimensions and for up to 100 design points.All these designs can be downloaded from the website http://www.spacefillingdesigns.nl
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2006-18.
Date of creation: 2006
Date of revision:
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Web page: http://center.uvt.nl
computer experiment; Latin hypercube design; non-collapsing; packing problem; simulated annealing; space-filling;
Find related papers by JEL classification:
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-01 (All new papers)
- NEP-CBE-2006-04-01 (Cognitive & Behavioural Economics)
- NEP-CMP-2006-04-01 (Computational Economics)
- NEP-EXP-2006-04-01 (Experimental Economics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Dam, E.R. van, 2005. "Two-Dimensional Minimax Latin Hypercube Designs," Discussion Paper 2005-105, Tilburg University, Center for Economic Research.
- den Hertog, Dick & Stehouwer, Peter, 2002. "Optimizing color picture tubes by high-cost nonlinear programming," European Journal of Operational Research, Elsevier, vol. 140(2), pages 197-211, July.
- Husslage, B.G.M. & Rennen, G. & Dam, E.R. van & Hertog, D. den, 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.
- Rennen, G. & Husslage, B.G.M. & Dam, E.R. van & Hertog, D. den, 2009.
"Nested Maximin Latin Hypercube Designs,"
2009-06, Tilburg University, Center for Economic Research.
- Dam, E.R. van & Rennen, G. & Husslage, B.G.M., 2007.
"Bounds for Maximin Latin Hypercube Designs,"
2007-16, Tilburg University, Center for Economic Research.
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