Optimal maximin $L_{1}$-distance Latin hypercube designs based on good lattice point designs

By Lin Wang, Qian Xiao, Hongquan Xu. Annals of Statistics, 2018

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Maximin distance Latin hypercube designs are commonly used for computer experiments, but the construction of such designs is challenging. We construct a series of maximin Latin hypercube designs via Williams transformations of good lattice point designs. Some constructed designs are optimal under the maximin L1-distance criterion, while others are asymptotically optimal. Moreover, these designs are also shown to have small pairwise correlations between columns.

Subfields: Industrial and Manufacturing Engineering, Management Science and Operations Research, Numerical Analysis

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