Statistica Sinica 23 (2013),

CONSTRUCTION OF SLICED ORTHOGONAL

LATIN HYPERCUBE DESIGNS

Jian-Feng Yang, C. Devon Lin, Peter Z. G. Qian and Dennis K. J. Lin

Nankai University, Queen's University,

University of Wisconsin-Madison and The Pennsylvania State University

Abstract: We propose several methods of constructing a new type of design, called a sliced orthogonal Latin hypercube design. Such a design is a special orthogonal Latin hypercube design, of first-order or second-order, that can be divided into slices of smaller orthogonal Latin hypercube designs of the same order. This type of design is useful for computer experiments with qualitative and quantitative factors, multiple experiments, data pooling, and cross-validation. Examples are given to illustrate the proposed methods.

Key words and phrases: Computer experiment, experimental design, orthogonal array, orthogonal design, space-filling design.