Latin hypercube sampling with multidimensional uniformity

DOI10.1016/j.jspi.2011.09.016zbMath1229.62089OpenAlexW2031874479MaRDI QIDQ651080

Clayton V. Deutsch, Jared L. Deutsch

Publication date: 8 December 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.09.016

zbMATH Keywords

maximinsimulationMonte Carlo simulationcorrelated variables

Mathematics Subject Classification ID

Multivariate analysis (62H99) Sequential statistical methods (62L99) Monte Carlo methods (65C05)

Uses Software

• lhs
• GSLIB

Cites Work

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• A distribution-free approach to inducing rank correlation among input variables
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Optimal orthogonal-array-based latin hypercubes
• Orthogonal and nearly orthogonal designs for computer experiments
• Construction of orthogonal and nearly orthogonal Latin hypercubes
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Controlling Correlations in Latin Hypercube Samples