Resumen de Flexible Nested Latin Hypercube Designs for Computer Experiments
Multi-level and sequential computer experiments are commonly used to study complex systems in engineering and science. Suitable designs for such experiments require nested structures. Because a nested Latin hypercube design (NLHD) (Qian (2009)) can be constructed only when the run size in each larger design is a multiple of that in a smaller one, the use of NLHDs faces some limitations in practice. In this paper, we propose a random sampling procedure for constructing flexible NLHDs, which have no such a restriction. We also develop an efficient sequential algorithm to search for the optimal NLHDs with respect to some space-filling criteria. Simulation results show that our methods can yield flexible NLHDs with good space-filling properties.
