# Questions tagged [latin-hypercube]

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### How to compute sobol indices from a multi-variate regression model?

I have a dataset that consists of 300 input variables, 200 response variables, and 15000 samples. These response variables are basically a profile of 200 different values of the same response and they ...
33 views

### Using Latin Hypercube Sampling with a condition that the sum of two variables should be less than one

I am building an experimental design with 4 variables defined on (0,1). In notation, $x_i \in [0,1]$ with $i=1,..., 4$). Two of these variables must satisfy the condition that $x_1 + x_2 \leq 1$. ...
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### Stratified sampling / QMC simulation for compound Poisson rv

I have a rv $X$ of the form $$X=\sum_{i=1}^N Y_i,$$ where $N$ is a discrete rv (often, but not always, Poisson) and $Y_1,\ldots,Y_N$ are continuous random variables, iid and independent from $N$. I ...
79 views

### Dividing CDF rather than PDF equally in Latin Hypercube Sampling

Returning back to the basics of Latin Hypercube Sampling, I wanted to ask why LHS is a division of CDF into N intervals rather than PDF. I'm having some trouble understanding what the difference is ...
175 views

### Effectiveness of Latin Hypercube Sampling

I have a question regarding the disccusion on the effectiveness of LHS in multiple dimensions, linked below. {Is Latin hypercube sampling effective in multiple dimensions?} According to the accepted ...
191 views

### Convergence of random sample vs. Latin Hypercube Sampling

Latin Hypercube Sampling, by concept, should be able to yield convergence of an estimate of output at a lower number of samples than random sampling. With the model I am working on, I'm continuously ...
91 views

### Is there a way to check if sample obeys the Latin Hypercube Sampling rule?

I was wondering if there is a way to check if a certain sample of a large size obeys the Latin Hypercube Sampling rule. I know that for smaller samples, I can easily visualize the sample points to see ...
60 views

### Number of parameter sets generated by latin hyercube sampling

In MATLAB, X = lhsdesign(n,p) generates a latin hypercube sample of n number of random parameter sets (n values on each of p variables). By the definition of latin hypercube sampling, there is a much ...
44 views

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### Introductory Statistics and Basic Experimental Designs for Computer Scientists

I'm looking books on Introductory Statistics and Basic Experimental Statistics (Designs) for Computer Scientists. I'd highly appreciate if you point out few. Thanks Edited Actually I've been given ...
111 views

### Offshore Wind Assessment

Does anyone know if Latin Hypercube sampling can be effective in the statistical analysis of offshore wind time series in order to reproduce random wind fields with a small amount of observed data? ...
2k views

### Latin Hypercube Sampling Asymptotics

I am trying to construct a proof for a problem I am working on and one of the assumptions that I am making is that the set of points I am sampling from is dense over the entire space. Practically, I ...
1k views

### Increase the sample size of a Latin Hypercube study?

I want to create a climate model ensemble, testing 5 parameters (real, uniformly distributed between two values), using a latin hypercube approach. The problem is that I'm not sure how many ...
396 views

### Are non-square latin hypercubes viable?

At https://github.com/OpenMDAO/OpenMDAO-Framework/issues/599 it is stated that non-square Latin Hypercube experimental design is not well defined (I assume that for higher dimensions that means ...