A0400
Title: Construction of orthogonal-MaxPro Latin hypercube designs
Authors: Qian Xiao - Shanghai Jiaotong University (China) [presenting]
Yaping Wang - East China Normal University (China)
Sixu Liu - Yanqi Lake Beijing Institute of Mathematical Sciences and Applications (China)
Abstract: Orthogonal Latin hypercube designs (LHDs) and maximum projection (MaxPro) LHDs are widely used in computer experiments. They are efficient for estimating the trend part and the Gaussian process part of the universal Kriging (i.e. the Gaussian process) model, respectively, especially when only some of the factors are active. Yet, the orthogonality and the MaxPro criteria often do not agree with each other. A new class of optimal designs, called orthogonal-MaxPro LHDs, is proposed to optimize a well-defined multi-objective criterion combining correlation and MaxPro metrics. An efficient parallel algorithm via level permutations and expansions is developed, and its efficiency is guaranteed by theories. Numerical results are presented to show that the construction is fast and the obtained designs are attractive, especially for large computer experiments.
