Selecting Random Latin Hypercube Dimensions and Designs through Estimation of Maximum Absolute Pairwise Correlation
Abstract
Latin hypercubes are the most widely used class of design for high-dimensional computer experiments. However, the high correlations that can occur in developing these designs can complicate subsequent analyses. Efforts to reduce or eliminate correlations can be complex and computationally expensive. Consequently, researchers often use uncorrected Latin hypercube designs in their experiments and accept any resulting multicollinearity issues. In this paper, we establish guidelines for selecting the number of runs and/or the number of variables for random Latin hypercube designs that are likely to yield an acceptable degree of correlation. Applying our policies and tools, analysts can generate satisfactory random Latin hypercube designs without the need for complex algorithms.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 2012
- Accession Number
- ADA575258
Entities
People
- Alejandro S. Hernandez
- Paul J. Sanchez
- Thomas W. Lucas
Organizations
- Naval Postgraduate School