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Asymptotically optimal maximin distance Latin hypercube designs

Author

Listed:
  • Tonghui Pang

    (Tianjin University)

  • Yan Wang

    (Tianjin University)

  • Jian-Feng Yang

    (LPMC & KLMDASR, Nankai University)

Abstract

Maximin distance designs and orthogonal designs have become increasingly popular in computer and physical experiments. The construction of such designs is challenging, especially under the maximin distance criterion. This paper studies a class of Latin hypercube designs by calculating the minimum distances between design points. We derive a general formula for the minimum intersite distance of this kind of design. The row pairs with the minimum intersite distance are also specified. The results show that such kind of Latin hypercube design is asymptotically optimal under both the maximin distance criterion and the orthogonality criterion.

Suggested Citation

  • Tonghui Pang & Yan Wang & Jian-Feng Yang, 2022. "Asymptotically optimal maximin distance Latin hypercube designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(4), pages 405-418, May.
    • Handle: RePEc:spr:metrik:v:85:y:2022:i:4:d:10.1007_s00184-021-00833-2
    DOI: 10.1007/s00184-021-00833-2
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    References listed on IDEAS

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