Space-filling Latin hypercube designs for computer experiments
نویسندگان
چکیده
منابع مشابه
Space-filling Latin hypercube designs for computer experiments
In the area of computer simulation Latin hypercube designs play an important role. In this paper the class of maximin Latin hypercube designs is considered. Up to now only several two-dimensional designs and designs for some small number of points are known for this class. Using periodic designs and simulated annealing we extend the known results and construct approximate maximin Latin hypercub...
متن کاملFast Generation of Space-filling Latin Hypercube Sample Designs
Latin Hypercube Sampling (LHS) and Jittered Sampling (JS) both achieve better convergence than standard Monte Carlo Sampling (MCS) by using stratification to obtain a more uniform selection of samples, although LHS and JS use different stratification strategies. The “Koksma-Hlawka-like inequality” bounds the error in a computed mean in terms of the sample design’s discrepancy, which is a common...
متن کاملGeneralized Latin Hypercube Design for Computer Experiments
Space filling designs, which satisfy a uniformity property, are widely used in computer experiments. In the present paper the performance of non-uniform experimental designs which locate more points in a neighborhood of the boundary of the design space is investigated. These designs are obtained by a quantile transformation of the one-dimensional projections of commonly used space filling desig...
متن کاملNested Latin hypercube designs
We propose an approach to constructing nested Latin hypercube designs. Such designs are useful for conducting multiple computer experiments with different levels of accuracy. A nested Latin hypercube design with two layers is defined to be a special Latin hypercube design that contains a smaller Latin hypercube design as a subset. Our method is easy to implement and can accommodate any number o...
متن کاملNumerical studies of space-filling designs: optimization of Latin Hypercube Samples and subprojection properties
Quantitative assessment of the uncertainties tainting the results of computer simulations is nowadays a major topic of interest in both industrial and scientific communities. One of the key issues in such studies is to get information about the output when the numerical simulations are expensive to run. This paper considers the problem of exploring the whole space of variations of the computer ...
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ژورنال
عنوان ژورنال: Optimization and Engineering
سال: 2010
ISSN: 1389-4420,1573-2924
DOI: 10.1007/s11081-010-9129-8