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Owen (1992) showed that when using the LHS for Monte-Carlo
integration, the estimator is less variate than the estimator from
IID sampling. So we expect that using the LHS for Lasso can
improve the solution. Also, when running a variable selection
procedure, it is better the variables are less correlated so that the
active variables are less correlated to the inactive variables.
Orthogonal Latin hypercube design (OLHD) or nearly orthogonal
latin hypercube design (NOLHD) would be a good choice. We are
also motivated by Fang, Ge and Liu (2002), their result of the
connection between discrepancy and E (fNOD ) in supersaturated
designs maybe helpful here. Supersaturated designs are usually
used for screening designs.

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I: lars,lhs
Gendex software is also needed
Also refer to
http://www.math.hkbu.edu.hk/UniformDesign/

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Table: The summary of for Case 2

1st.Quant Median Mean 3rd.Quant max|ij |

IID 0.2135 0.3438 0.4638 0.7656 0.4595441
RLHD 0.1458 0.1562 0.3104 0.5052 0.4853301
NOLHD 0.0833 0.1042 0.1778 0.2031 0.01195678
NOMLHD 0.1354 0.2083 0.2083 0.4688 0.3153421

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THANK YOU
ANY QUESTION???

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