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Controlling Correlations in Latin Hypercube Samples - MaRDI portal

Controlling Correlations in Latin Hypercube Samples (Q4323580)

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scientific article; zbMATH DE number 724187
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Controlling Correlations in Latin Hypercube Samples
scientific article; zbMATH DE number 724187

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    23 February 1995
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    variance reduction
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    ranked Gram-Schmidt algorithm
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    correlations
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    Monte Carlo integrals
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    latin hypercube sampling
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    Controlling Correlations in Latin Hypercube Samples (English)
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