Abstract
Recently, the construction of nested or sliced Latin hypercube designs (LHDs) has received notable interest for planning computer experiments with special combinational structures. In this paper, we propose an approach to constructing nested and/or sliced LHDs by using small LHDs and structural vectors/matrices. This method is easy to implement, and can generate nested and sliced LHDs through a unified algorithm. Moreover, an algorithm for improving the space-filling properties of the resulting designs is developed, and under some control the orthogonality of the constructed designs are attainable. Some examples are provided for illustrating the proposed algorithms.
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Acknowledgements
The authors thank the Editor-in-Chief and two referees for their valuable comments. This work was supported by the National Natural Science Foundation of China (Grant Nos. 11771220, 11431006, 11501305, 11601195 and 11601366), China Postdoctoral Science Foundation (Grant No. 2016M591378), Tianjin Development Program for Innovation and Entrepreneurship, Tianjin “131” Talents Program, and Project 613319. The first two authors contributed equally to this work.
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Guo, B., Chen, XP. & Liu, MQ. Construction of Latin hypercube designs with nested and sliced structures. Stat Papers 61, 727–740 (2020). https://doi.org/10.1007/s00362-017-0959-8
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DOI: https://doi.org/10.1007/s00362-017-0959-8