Obtaining minimum-correlation Latin hypercube sampling plans using an IP-based heuristic

DOI10.1007/BF01719258zbMath0840.62060MaRDI QIDQ1908998

Leslie-Ann Yarrow, Carl M. Harris, Karla L. Hoffman

Publication date: 4 July 1996

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

optimizationestimationsensitivity analysisLatin hypercube samplingassignment problempermutation matricesdistribution samplingcomputer-based modelsum of correlationsunivariate population

Mathematics Subject Classification ID

Multivariate analysis (62H99) Sampling theory, sample surveys (62D05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Integer programming (90C10)

Related Items (3)

Using integer programming techniques for the solution of an experimental design problem ⋮ Strategies with memories: Local search in an application oriented environment. Applied local search -- a prologue ⋮ Follow-up experimental designs for computer models and physical processes

Cites Work

• Small sample sensitivity analysis techniques for computer models.with an application to risk assessment
• A distribution-free approach to inducing rank correlation among input variables
• Facet identification for the symmetric traveling salesman polytope
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Controlling Correlations in Latin Hypercube Samples
• The Problem of Dimensionality in Stratified Sampling

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