Statistica Sinica 24 (2014), 211-219

CONSTRUCTION OF NESTED ORTHOGONAL

LATIN HYPERCUBE DESIGNS

Jinyu Yang$^1$, Min-Qian Liu$^1$ and Dennis K. J. Lin$^2$

$^1$Nankai University and $^2$The Pennsylvania State University

Abstract: Nested Latin hypercube designs (LHDs) are proposed for conducting multiple computer experiments with different levels of accuracy. Orthogonality is shown to be an important feature. Little is known about the construction of nested orthogonal LHDs. We present methods to construct them with two or more layers, making use of orthogonal designs. The constructed designs possess the property that the sum of the elementwise products of any three columns is zero, which is shown to be desirable for factor screening.

Key words and phrases: Computer experiment, nested Latin hypercube design, orthogonal design, orthogonality.