Designs of experiments for multivariate case are reviewed. Fast algorithm of construction of good Latin hypercube designs is developed.

A randomly generated Latin hypercube design (LHD) can be quite structured: the variables may be highly correlated or the design may not have good space-filling properties. There are procedures for finding good LHDs by minimizing the pairwise correlations or by maximizing the inter-site distances. In this article we show that these two criteria need not be in close agreement. We propose a multi-...

In this paper properties and construction of designs under a centered version of the L2-discrepancy are analyzed. The theoretic expectation and variance of this discrepancy are derived for random designs and Latin hypercube designs. The expectation and variance of Latin hypercube designs are significantly lower than that of random designs. While in dimension one the unique uniform design is als...

A methodology is proposed to quantify prediction uncertainty associated with ground water vulnerability models that were developed through an approach that coupled multivariate logistic regression with a geographic information system (GIS). This method uses Latin hypercube sampling (LHS) to illustrate the propagation of input error and estimate uncertainty associated with the logistic regressio...

A sequence of linear, monotonic, and nonmonotonic test problems is used to illustrate sampling-based uncertainty and sensitivity analysis procedures. Uncertainty results obtained with replicated random and Latin hypercube samples are compared, with the Latin hypercube samples tending to produce more stable results than the random samples. Sensitivity results obtained with the following procedur...

The risks associated with wind power forecast (WF) deviations are of paramount importance to many system participants (PSPs). However, traditional sampling approaches computationally prohibitive model these deviations. Additionally, setting a risk level for satisfying different PSPs receives little attention. This paper constructs risk-adjustable stochastic day-ahead scheduling (RSDS) balance t...