Owen, Art B. Orthogonal arrays for computer experiments, integration and visualization. (English) Zbl 0822.62064 Stat. Sin. 2, No. 2, 439-452, Corrigendum ibid. 3, No. 1, 260 (1992). Summary: This paper uses orthogonal arrays to define generalizations of Latin hypercube sampling and of lattice sampling in the \(d\)-dimensional unit cube. These are proposed as suitable designs for computer experiments, numerical integration and visualization. The orthogonal array based designs extend to \(t\)-dimensional margins the univariate stratification properties of Latin hypercube and lattice sampling. As a consequence, the variance reduction property of Latin hypercube and lattice sampling also extends to orthogonal array based samples. We give a sample based estimate of the error variance in the case of bivariate stratification. Cited in 4 ReviewsCited in 55 Documents MSC: 62K99 Design of statistical experiments 05B15 Orthogonal arrays, Latin squares, Room squares 65C05 Monte Carlo methods Keywords:variance reduction; quadrature; orthogonal arrays; generalizations of Latin hypercube sampling; lattice sampling; unit cube; computer experiments; numerical integration; visualization; bivariate stratification PDF BibTeX XML Cite \textit{A. B. Owen}, Stat. Sin. 2, No. 2, 439--452, Corrigendum ibid. 3, No. 1, 260 (1992; Zbl 0822.62064)