Orthogonal Array-Based Latin Hypercubes
Orthogonal Array-Based Latin Hypercubes
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DOI：
10.1080/01621459.1993.10476423
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发表时间：
1993-12
影响因子：
3.7
通讯作者：
Boxin Tang
中科院分区：
文献类型：
--
作者：
Boxin Tang
摘要本文利用正交表构造拉丁超立方体。除了保持拉丁超立方体的单变量分层性质之外，这些基于强度r OA的拉丁超立方体还对每个r维边缘进行分层。因此，这种基于OA的拉丁超立方体比一般拉丁超立方体为计算机实验和数值积分提供了更合适的设计。我们证明，当用于集成，基于OA的拉丁超立方体的采样方案提供了一个很大的改进，拉丁超立方体采样。
Abstract In this article, we use orthogonal arrays (OA's) to construct Latin hypercubes. Besides preserving the univariate stratification properties of Latin hypercubes, these strength r OA-based Latin hypercubes also stratify each r-dimensional margin. Therefore, such OA-based Latin hypercubes provide more suitable designs for computer experiments and numerical integration than do general Latin hypercubes. We prove that when used for integration, the sampling scheme with OA-based Latin hypercubes offers a substantial improvement over Latin hypercube sampling.