Construction of orthogonal maximin distance designs

Abstract

Maximin distance designs and orthogonal designs are two attractive classes of space-filling designs for computer experiments, but their theoretical constructions are challenging, especially the construction of optimal designs in terms of both the maximin distance and orthogonality criteria. This paper presents a systematic method for constructing orthogonal maximin distance designs with flexible numbers of runs and factors. The method is carried out by rotating the subarrays of a saturated two-level regular design in Yates order or its circular shifting version. The principal objective is to construct high-level designs from two-level designs, and the method is effective because the performance of high-level designs is determined by that of two-level designs under both the maximin distance and orthogonality criteria. The proposed method is also generalized by rotating the subarrays of a saturated two-level nonregular design such that the resulting designs have flexible run sizes. Comparison results reveal that the resulting orthogonal designs are well worthy of recommendation under the maximin distance criterion. An illustrative example is provided to show that the proposed designs have a good two-dimensional stratification property. An application is given to present the effectiveness of the proposed designs in building statistical surrogate models.