Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments (Q2301061)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments |
scientific article |
Statements
Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments (English)
0 references
28 February 2020
0 references
stratified random sampling
0 references
Latin hypercube sampling
0 references
sampling with dependent random variables
0 references
Monte Carlo simulation
0 references
copula
0 references
variance reduction
0 references
0 references
0 references
0 references
0 references