Strong orthogonal arrays and associated Latin hypercubes for computer experiments

Abstract

This paper introduces, constructs and studies a new class of arrays, called strong orthogonal arrays, as suitable designs for computer experiments. A strong orthogonal array of strength <it>t</it> enjoys better space-filling properties than a comparable orthogonal array in all dimensions lower than <it>t</it> while retaining the space-filling properties of the latter in <it>t</it> dimensions. Latin hypercubes based on strong orthogonal arrays of strength <it>t</it> are more space-filling than comparable orthogonal array-based Latin hypercubes in all <it>g</it> dimensions for any 2 ≤ <it>g</it> ≤ <it>t</it> − 1.