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Orthogonal Array-Based Latin Hypercubes
Journal of the American Statistical Association
Vol. 88, No. 424 (Dec., 1993), pp. 1392-1397
Stable URL: http://www.jstor.org/stable/2291282
Page Count: 6
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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.
Journal of the American Statistical Association © 1993 American Statistical Association