Extension of Latin hypercube samples with correlated variables
نویسندگان
چکیده
منابع مشابه
Extension of Latin hypercube samples with correlated variables
A procedure for extending the size of a Latin hypercube sample (LHS) with rank correlated variables is described and illustrated. The extension procedure starts with an LHS of size m and associated rank correlation matrix C and constructs a new LHS of size 2m that contains the elements of the original LHS and has a rank correlation matrix that is close to the original rank correlation matrix C....
متن کاملExtension of sample size in Latin Hypercube Sampling with correlated variables
Abstract. In this paper, we suggest principles of a novel simulation method for analyses of functions g (X) of a random vector X, suitable for the cases when the evaluation of g (X) is very expensive. The method is based on Latin Hypercube Sampling strategy. The paper explains how the statistical, sensitivity and reliability analysis of g (X) can be divided into a hierarchical sequence of simul...
متن کاملHierarchical Refinement of Latin Hypercube Samples
In this article, a novel method for the extension of sample size in Latin Hypercube Sampling (LHS) is suggested. The method can be applied when an initial LH design is employed for the analysis of functions g of a random vector. The article explains how the statistical, sensitivity and reliability analyses of g can be divided into a hierarchical sequence of simulations with subsets of samples o...
متن کاملProbabilistic Lower Bounds for the Discrepancy of Latin Hypercube Samples
We provide probabilistic lower bounds for the star discrepancy of Latin hypercube samples. These bounds are sharp in the sense that they match the recent probabilistic upper bounds for the star discrepancy of Latin hypercube samples proved in [M. Gnewuch, N. Hebbinghaus. Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples. Preprint 2016.]. Toge...
متن کاملCorrelated Samples with Fixed and Nonnormal Latent Variables
A general structural equation model is fitted on a panel data set that consists of I correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider cases in which the full pseudonormal likelihood cannot be used, for example, in highly unbalanced data where the participating individuals do not appear in co...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Reliability Engineering & System Safety
سال: 2008
ISSN: 0951-8320
DOI: 10.1016/j.ress.2007.04.005