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Algorithms for generating maximin Latin hypercube and orthogonal designs. (English) Zbl 05902637

Summary: Various proposals for implementing the maximin criterion for space-filling designs for use in computer experiments are reviewed. A new, well-performing algorithm is presented for the construction of maximin Latin hypercube designs using a 2-dimensional distance metric. An additional criterion, design orthogonality, is important when screening the effects of the input variables and a new search algorithm for orthogonal maximin designs is described for both 2-dimensional and multi-dimensional distance metrics. The new algorithms are shown to outperform existing algorithms under a variety of criteria.

MSC:

62-XX Statistics
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