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Activity Number: 383
Type: Contributed
Date/Time: Tuesday, August 4, 2009 : 2:00 PM to 3:50 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #305105
Title: Sequential Latin Hypercube Designs for Computer Experiments
Author(s): Jun Li*+ and Zhiguang Qian
Companies: University of Wisconsin-Madison and University of Wisconsin-Madison
Address: , , WI, ,
Keywords: Computer Experiments ; Gaussian Processes ; Optimal Designs ; Nested Designs
Abstract:

We present a sequential approach to generating Latin hypercube designs. It starts with running a computer model with a small Latin hypercube design. Then the design is enlarged into a larger Latin hypercube design based on information from the observed data. Such augmenting process can be repeated multiple times; each time, the Latin hypercube design structure is retained and additional points are chosen based on information from all available data.


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