Two general extension algorithms of Latin hypercube sampling
type: Item
instance of: scholarly article
title: Two general extension algorithms of Latin hypercube sampling
zbMATH Open document ID: 1395.62235
DOI: 10.1155/2015/450492
author: Y. Aharonov
published in: Mathematical Problems in Engineering
publication date: 2018-08-27T00:00:00Z
review text: Summary: For reserving original sampling points to reduce the simulation runs, two general extension algorithms of Latin Hypercube Sampling (LHS) are proposed. The extension algorithms start with an original LHS of size \(m\) and construct a new LHS of size \(m + n\) that contains the original points as many as possible. In order to get a strict LHS of larger size, some original points might be deleted. The relationship of original sampling points in the new LHS structure is shown by a simple undirected acyclic graph. The basic general extension algorithm is proposed to reserve the most original points, but it costs too much time. Therefore, a general extension algorithm based on greedy algorithm is proposed to reduce the extension time, which cannot guarantee to contain the most original points. These algorithms are illustrated by an example and applied to evaluating the sample means to demonstrate the effectiveness.
Mathematics Subject Classification ID: 62K15
Mathematics Subject Classification ID: 05B15
zbMATH DE Number: 6926373
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2015/450492
OpenAlex ID: W1558925770
Wikidata QID: Q59118605
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description: scientific article; zbMATH DE number 6926373