Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)
AbstractIn the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been published. Using periodic designs and the Enhanced Stochastic Evolutionary algorithm of Jin et al. (2005), we obtain new results which we compare to existing results. We thus construct a database of approximate maximin and Audze-Eglais Latin hypercube designs for up to ten dimensions and for up to 300 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 2008-104.
Date of creation: 2008
Date of revision:
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Web page: http://center.uvt.nl
Audze-Eglais; computer experiment; Enhanced Stochastic Evolutionary algorithm; Latin hypercube design; maximin; non-collapsing; packing problem; simulated annealing; space-filling;
Find related papers by JEL classification:
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
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- Husslage, B.G.M. & Rennen, G. & Dam, E.R. van & Hertog, D. den, 2006. "Space-Filling Latin Hypercube Designs for Computer Experiments (Replaced by CentER DP 2008-104)," Discussion Paper 2006-18, Tilburg University, Center for Economic Research.
- A. Jourdan & J. Franco, 2010. "Optimal Latin hypercube designs for the Kullback–Leibler criterion," AStA Advances in Statistical Analysis, Springer, vol. 94(4), pages 341-351, December.
- János Pintér & Zoltán Horváth, 2013. "Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints," Journal of Global Optimization, Springer, vol. 57(1), pages 191-215, September.
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