A flexible construction for sliced Latin hypercube designs

Abstract

Sliced Latin hypercube design is useful for computer experiments in batches or with quantitative factors. However, some constructions require the run size of each slice to be same. In this paper, we propose a method to construct a flexible sliced Latin hypercube design (FSLHD) with unequal run size for each slice. The whole design and each slice of FSLHD can achieve projective uniformity in one dimension. The FSLHD method is illustrated by some examples. The simulation indicates that, compared with some other sampling methods, the FSLHD method performs well.