an:05650363
Zbl 1179.62103
Qian, Peter Z. G.
Nested Latin hypercube designs
EN
Biometrika 96, No. 4, 957-970 (2009).
00256530
2009
j
62K10 62K15 65C60 05B15
computer experiments; design of experiments; Latin hypercube design; linking parameters; multi-fidelity computer model; sequential evaluation; space-filling designs
Summary: We propose an approach to constructing nested Latin hypercube designs. Such designs are useful for conducting multiple computer experiments with different levels of accuracy. A nested Latin hypercube design with two layers is defined to be a special Latin hypercube design that contains a smaller Latin hypercube design as a subset. Our method is easy to implement and can accommodate any number of factors. We also extend this method to construct nested Latin hypercube designs with more than two layers. Illustrative examples are given. Some statistical properties of the constructed designs are derived.