Nested Maximin Latin Hypercube Designs in Two Dimensions

CentER Discussion Paper No. 2005-79

11 Pages Posted: 11 Jul 2005

See all articles by Bart Husslage

Bart Husslage

Tilburg University - Department of Econometrics & Operations Research

Edwin van Dam

Tilburg University - Department of Econometrics & Operations Research

Dick den Hertog

Tilburg University - Department of Econometrics & Operations Research

Date Written: June 2005

Abstract

In black box evaluation and optimization, Latin hypercube designs play an important role. When dealing with multiple black box functions, the need often arises to construct designs for all black boxes jointly, instead of individually. These so-called nested designs consist of two different designs, one being a subset of the other, and are used to deal with linking parameters and sequential evaluations. In this paper, we construct nested maximin designs in two dimensions. We show the different types of grids should be considered when constructing nested designs and discuss how to determine which grid to use best for a specific computer experiment.

Keywords: Circle packing, Latin hypercube, linking parameters, non-collapsing, sequential simulation, space filling

JEL Classification: C90

Suggested Citation

Husslage, Bart and van Dam, Edwin and den Hertog, Dick, Nested Maximin Latin Hypercube Designs in Two Dimensions (June 2005). CentER Discussion Paper No. 2005-79. Available at SSRN: https://ssrn.com/abstract=756284 or http://dx.doi.org/10.2139/ssrn.756284

Bart Husslage (Contact Author)

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Edwin Van Dam

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

Dick Den Hertog

Tilburg University - Department of Econometrics & Operations Research ( email )

Tilburg, 5000 LE
Netherlands

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