Tang, Boxin Orthogonal array-based Latin hypercubes. (English) Zbl 0792.62066 J. Am. Stat. Assoc. 88, No. 424, 1392-1397 (1993). Summary: 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. Cited in 5 ReviewsCited in 77 Documents MSC: 62K99 Design of statistical experiments 65C99 Probabilistic methods, stochastic differential equations Keywords:orthogonal arrays; Latin hypercubes; stratification properties; computer experiments; numerical integration PDF BibTeX XML Cite \textit{B. Tang}, J. Am. Stat. Assoc. 88, No. 424, 1392--1397 (1993; Zbl 0792.62066) Full Text: DOI