基于正交阵列的拉丁超立方体

Orthogonal Array-Based Latin Hypercubes

Journal of the American Statistical Association · 1993
被引 178
ABS 4

中文导读

本文利用正交阵列构造拉丁超立方体,不仅保留一维分层特性,还能对每个r维边缘进行分层,为计算机实验和数值积分提供更优的设计,并证明其在积分中显著优于普通拉丁超立方体抽样。

Abstract

Abstract 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.

实验设计计算机实验数值积分抽样方法