Construction of sliced (nearly) orthogonal Latin hypercube designs

Abstract

Sliced Latin hypercube designs are very useful for running a computer model in batches, ensembles of multiple computer models, computer experiments with qualitative and quantitative factors, cross-validation and data pooling. However, the presence of highly correlated columns makes the data analysis intractable. In this paper, a construction method for sliced (nearly) orthogonal Latin hypercube designs is developed. The resulting designs have flexible sizes and most are new. With the orthogonality or near orthogonality being guaranteed, the space-filling property of the resulting designs is also improved. Examples are provided for illustrating the proposed method.