Hilbert space analysis of Latin Hypercube Sampling

DOI10.1090/S0002-9939-00-05850-0zbMath0966.65011OpenAlexW1562125232MaRDI QIDQ2701646

Peter Mathé

Publication date: 19 February 2001

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-00-05850-0

zbMATH Keywords

convergenceSobolev spacesHilbert spaceasymptotic variancestratified samplinglatin hypercube samplingerror asymptotics

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

Cites Work

• Small sample sensitivity analysis techniques for computer models.with an application to risk assessment
• The jackknife estimate of variance
• Deterministic and stochastic error bounds in numerical analysis
• On Latin hypercube sampling
• 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
• Monte Carlo Variance of Scrambled Net Quadrature
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