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Construction of orthogonal and nearly orthogonal Latin hypercube designs for computer experiments

Tuesday 6th September 2011 - 09:00 to 09:30
INI Seminar Room 1
Session Title: 
Design I
Session Chair: 
P. Challoner
We present a method for constructing good designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of orthogonal Latin hypercubes and obtain many results along the way. In terms of run sizes, the existence problem of orthogonal Latin hypercubes is completely solved. We also present an explicit result showing that how large orthogonal Latin hypercubes can be constructed using small orthogonal Latin hypercubes. Another appealing feature of our method is that it can easily be adapted to construct other designs. We examine how to make use of the method to construct nearly orthogonal Latin hypercubes.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons