Non-uniform Bound on Normal Approximation of Latin Hypercube Sampling
نویسندگان
چکیده
منابع مشابه
Latin hypercube sampling with multidimensional uniformity
Complex models can only be realized a limited number of times due to large computational requirements. Methods exist for generating input parameters for model realizations including Monte Carlo simulation (MCS) and Latin hypercube sampling (LHS). Recent algorithms such as maximinLHS seek to maximize the minimum distance between model inputs in the multivariate space. A novel extension of Latin ...
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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...
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ژورنال
عنوان ژورنال: Journal of Mathematics Research
سال: 2009
ISSN: 1916-9809,1916-9795
DOI: 10.5539/jmr.v1n2p28